Estimation of continuous-time models with an application to equity volatility dynamics
| Year of publication: |
2006
|
|---|---|
| Authors: | Bakshi, Gurdip ; Ju, Nengjiu ; Ou-Yang, Hui |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 82.2006, 1, p. 227-249
|
| Publisher: |
Elsevier |