Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets

Author:

Bardgett Chris,Gourier Elise,Leippold Markus

Publisher

Elsevier BV

Reference66 articles.

1. Maximum Likelihood Estimation of Stochastic Volatility Models;Y A�?ta�?t-Sahalia;Journal of Financial Economics,2007

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3. Range-based estimation of stochastic volatility models;S Alizadeh;Journal of Finance,2002

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