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

S.J. Koopman, M. Scharth

Research output: Working paper / PreprintWorking paperProfessional

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

Publication series

NameTI Discusion Papers
No.11-132/4

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