Relating stochastic volatility estimation methods

    Research output: Working paper / PreprintWorking paperProfessional

    149 Downloads (Pure)
    Original languageEnglish
    Place of PublicationAmsterdam
    PublisherTinbergen Institute
    Number of pages28
    Publication statusPublished - 2011

    Publication series

    NameTI Discussion Papers
    No.11-049/4

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