Estimation of Continuous-Time Stochastic Volatility Models

George Dotsis, Raphael-Nicholas Markellos, Terence Mills

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Palgrave Handbook of Econometrics: Applied Econometrics
Editors	Terence Mills, Kerry Patterson
Publisher	Palgrave Macmillan
Pages	951-971
Number of pages	21
Volume	2
ISBN (Print)	140391799X
Publication status	Published - 2007

Cite this

@inbook{964bb08ebe1e45b5ac375f2f4c365426,

title = "Estimation of Continuous-Time Stochastic Volatility Models",

author = "George Dotsis and Raphael-Nicholas Markellos and Terence Mills",

year = "2007",

language = "English",

isbn = "140391799X",

volume = "2",

pages = "951--971",

editor = "Terence Mills and Kerry Patterson",

booktitle = "Palgrave Handbook of Econometrics: Applied Econometrics",

publisher = "Palgrave Macmillan",

}