Econometric Analysis of Jump-Driven Stochastic Volatility Models

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@article{923681741c274dd19f06d1c03b648d1a,

title = "Econometric Analysis of Jump-Driven Stochastic Volatility Models",

author = "Viktor Todorov",

year = "2011",

doi = "10.1016/j.jeconom.2010.03.009",

language = "English",

volume = "160",

pages = "12--21",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

}