Original language | English |
---|---|
Pages (from-to) | 131-148 |
Journal | Journal of Econometrics |
Volume | 148 |
DOIs | |
State | Published - 2009 |
Estimation of Continuous-Time Stochastic Volatility Models with Jumps using High-Frequency Data
Research output: Contribution to journal › Article › peer-review
53
Scopus
citations