No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications
| Year of publication: |
2007
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|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Dobrev, Dobrislav |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 138.2007, 1, p. 125-180
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