The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures

S.J. Koopman, M. Scharth

Research output: Working paperProfessional

139 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages45
Publication statusPublished - 2011

Publication series

NameTI Discusion Papers
No.11-132/4

Cite this