Range-Based Estimation of Stochastic Volatility Models
| Year of publication: |
2002
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|---|---|
| Authors: | Alizadeh, Sassan ; Brandt, Michael W. ; Diebold, Francis X. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 57.2002, 3, p. 1047-1092
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