Realized power variation and stochastic volatility models-Reference-Cited by-同舟云学术

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Realized power variation and stochastic volatility models

Published:2003-04-01 Issue:2 Volume:9 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Barndorff-Nielsen Ole E.¹,Shephard Neil²

Affiliation:

1. Centre for Mathematical Physics and Stochastics (MaPhySto), University of Aarhus

2. Nuffield College, Oxford OX1 1NF

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Cited by 166 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

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