ERRATUM: "ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS"
Jan Nygaard Nielsen () and
Martin Vestergaard ()
Additional contact information
Jan Nygaard Nielsen: Department of Mathematical Modelling, Technical University of Denmark, Build. 321, DK-2800 Lyngby, Denmark
Martin Vestergaard: Department of Mathematical Modelling, Technical University of Denmark, Build. 321, DK-2800 Lyngby, Denmark
International Journal of Theoretical and Applied Finance (IJTAF), 2000, vol. 03, issue 04, 731-731
Abstract:
No abstract received.
Date: 2000
References: Add references at CitEc
Citations: View citations in EconPapers (2)
Downloads: (external link)
http://www.worldscientific.com/doi/abs/10.1142/S0219024900000772
Access to full text is restricted to subscribers
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:wsi:ijtafx:v:03:y:2000:i:04:n:s0219024900000772
Ordering information: This journal article can be ordered from
DOI: 10.1142/S0219024900000772
Access Statistics for this article
International Journal of Theoretical and Applied Finance (IJTAF) is currently edited by L P Hughston
More articles in International Journal of Theoretical and Applied Finance (IJTAF) from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().