Range-based estimation of stochastic volatility models

Journal of Finance

Volumn 57, Issue 3, 2002, Pages 1047-1091

  Alizadeh, Sassan ^a   Brandt, Michael W ^a   Diebold, Francis X ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0011836910     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00454     Document Type: Article

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