Estimation of Continuous-Time Stochastic Volatility Models with Jumps using High-Frequency Data

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@article{6e4ada07cda247fea90abffa578c5ded,

title = "Estimation of Continuous-Time Stochastic Volatility Models with Jumps using High-Frequency Data",

author = "Viktor Todorov",

year = "2009",

doi = "10.1016/j.jeconom.2008.10.005",

language = "English",

volume = "148",

pages = "131--148",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

}