Bayesian range-based estimation of stochastic volatility models
| Year of publication: |
2005
|
|---|---|
| Authors: | Brandt, Michael W. ; Jones, Christopher S. |
| Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 2.2005, 4, p. 201-209
|
| Publisher: |
Elsevier |