"Estimating stochastic volatility models using daily returns and realized ..."

Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe (2009)

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DOI: 10.1016/J.CSDA.2008.07.039

access: closed

type: Journal Article

metadata version: 2022-10-02

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Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe:
Estimating stochastic volatility models using daily returns and realized volatility simultaneously. Comput. Stat. Data Anal. 53(6): 2404-2426 (2009)

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