Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures

DOI10.1111/j.1467-937X.2006.00390.xzbMath1145.91345OpenAlexW2110417213MaRDI QIDQ5488492

Walter Distaso, Valentina Corradi

Publication date: 22 September 2006

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-937x.2006.00390.x

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70)

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