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isPartOf:"Discussion paper"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of econometrics"
~person:"Amengual, Dante"
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Amengual, Dante
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Discussion paper
Applied mathematical finance
Journal of econometrics
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Resolution of policy uncertainty and sudden declines in volatility
Amengual, Dante
;
Xiu, Dacheng
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011974676
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Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
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