Estimating continuous-time stochastic volatility models of the short-term interest rate

Estimating continuous-time stochastic volatility models of the short-term interest rate

Andersen, Torben G., (1997)

An Empirical Investigation of Continuous-Time Equity Return Models

Andersen, Torben G., (2002)

Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature

Lund, Jesper, (2004)