Inference Methods for Discretely Observed Continuous-Time Stochastic Volatility Models: A Commented Overview

J. Jimenez (), R. Biscay () and T. Ozaki ()

Asia-Pacific Financial Markets, 2005, vol. 12, issue 2, 109-141

Keywords: stochastic volatility models; diffusion processes; inference methods (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10690-006-9015-8

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