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Stochastic volatility models

  • Shephard N
Palgrave Macmillan UK, (2010), 276-287
DOI: 10.1057/9780230280830_31
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Abstract

… parametric estimation of SV models, for we can now have estimates of the volatility quantities SV … of market microstructure effects on the estimates of realized covariation. This causes the …

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APA

Shephard, N. (2010). Stochastic volatility models. In Macroeconometrics and Time Series Analysis (pp. 276–287). Palgrave Macmillan UK. https://doi.org/10.1057/9780230280830_31

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