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

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Name	TI Discusion Papers
No.	11-132/4

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@techreport{c6b92a1a3173464e8fbddb67f8034ba0,

title = "The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures",

author = "S.J. Koopman and M. Scharth",

year = "2011",

language = "English",

series = "TI Discusion Papers",

publisher = "Tinbergen Institute",

number = "11-132/4",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}