مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimation of continuous-time models with an application to equity volatility dynamics

Title of article :

Estimation of continuous-time models with an application to equity volatility dynamics

Author/Authors :

Gurdip Bakshi، نويسنده , , Nengjiu Ju، نويسنده , , Hui Ou-Yang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

227

To page :

249

Keywords :

Equity volatility , Density approximation , Market volatility dynamics , Continuous-time models , Maximum-likelihood estimation

Journal title :

Journal of Financial Economics

Serial Year :

2006

Journal title :

Journal of Financial Economics

Record number :

257870

Link To Document :