|
|||||
|
|
Estimation of continuous-time stochastic volatility models with jumps using high-frequency data |
|
| Authors: | Viktor Todorov |
| Institution: | Department of Finance, Kellogg School of Management, Northwestern University, Evanston, IL 60208, United States |
| Abstract: | |
| Keywords: | C51 C52 G12 |
| 本文献已被 ScienceDirect 等数据库收录！ | |