Stochastic Volatility of Volatility and Variance Risk Premia
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Link
http://academic.oup.com/jfec/article-pdf/11/1/1/6296469/nbs008.pdf
Reference46 articles.
1. Testing for jumps in a discretely observed process
2. Superposition of Ornstein--Uhlenbeck Type Processes
3. Stationary infinitely divisible processes
4. Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes
5. Meta-times and extended subordination
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