Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680903547907
Reference19 articles.
1. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics
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