Author:
Barndorff-Nielsen Ole E,Nicolato Elisa,Shephard Neil
Subject
General Economics, Econometrics and Finance,Finance
Reference53 articles.
1. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
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4. Barndorff-Nielsen, O E, Christiansen, B J and Nicolato, E. 2001. “General SV and explicit option prices in Heath-Jarrow-Morton term structure analysis”. Vol. 96, 42–55. Department of Mathematical Sciences, Aarhus University. unpublished
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