Barndorff-Nielsen, Ole E.; Veraart, Almut E. D. - School of Economics and Management, University of Aarhus - 2009
School of Economics and Management
Aarhus University
Bartholins Allé 10, Building 1322, DK-8000 Aarhus C
Denmark …@imf.au.dk
Almut E. D. Veraart ∗
CREATES, School of Economics and Management,
Aarhus University
averaart@creates.au.dk
June 7, 2009 …’, Journal of Financial Economics 61, 43–76.
Bandi, F. M. & Ren`o, R. (2008), Nonparametric stochastic volatility. Working paper …