ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models (2015)

First Author: Creel M
Attributed to:  Centre for the Microeconomic Analysis of Public Policy (CPP) funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jempfin.2015.01.002

Publication URI: http://www.ifs.org.uk/publications/7792

Type: Journal Article/Review

Parent Publication: Journal of Empirical Finance