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Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models
22 July 2008
F. Hubalek
Petra Posedel
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Papers citing
"Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models"
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Title
Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models
F. Hubalek
Petra Posedel
77
4
0
22 Jul 2008
1
