Relating stochastic volatility estimation methods

    Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

    Original languageEnglish
    Title of host publicationRelating stochastic volatility estimation methods
    EditorsL. Bauwens, C.M. Hafner, S. Laurent
    Place of PublicationNew York
    PublisherWiley
    Pages147-174
    Publication statusPublished - 2012

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