Author:
Christoffersen Peter,Jacobs Kris,Mimouni Karim
Reference49 articles.
1. Testing Continuous-Time Models of the Spot Interest Rate;Y A�t-Sahalia;Review of Financial Studies,1996
2. Maximum Likelihood Estimation of Stochastic Volatility Models;Y A�t-Sahalia;Journal of Financial Economics,2007
3. How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise;Y A�t-Sahalia;Review of Financial Studies,2005
4. Estimating Jump-Di�usions for Equity Returns;T G Andersen;Journal of Finance,2002
5. The Distribution of Realized Stock Return Volatility;T G Andersen;Journal of Financial Economics,2001
Cited by
15 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献