Chapter: Estimation of Continuous-Time Stochastic Volatility Models

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Home > Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics > Estimation of Continuous-Time Stochastic Volatility Models

Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics |

T. Mills; K. Patterson

Palgrave Macmillan UK

Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics

Estimation of Continuous-Time Stochastic Volatility Models

Chapter Info

Authors

George Dotsis; Raphael N. Markellos; Terence C. Mills

ARI Id

1664033994603_77983

Access

Not Available Free

Pages

951-971

DOI

10.1057/9780230244405_19

Chapter URL

https://rd.springer.com/chapter/10.1057/9780230244405_19

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