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- W1544034941 abstract "Journal Article Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures Get access Almut E. D. Veraart Almut E. D. Veraart CREATES, School of Economics and Management, Aarhus University, Building 1322, Bartholins Allé 10, DK‐8000 Aarhus C, Denmark Search for other works by this author on: Oxford Academic Google Scholar The Econometrics Journal, Volume 14, Issue 2, 1 July 2011, Pages 204–240, https://doi.org/10.1111/j.1368-423X.2010.00336.x Published: 07 June 2011 Article history Received: 01 November 2008 Accepted: 01 August 2010 Published: 07 June 2011" @default.
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- W1544034941 date "2011-06-07" @default.
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- W1544034941 title "Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures" @default.
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- W1544034941 doi "https://doi.org/10.1111/j.1368-423x.2010.00336.x" @default.
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