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
23
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