Inference for a class of stochastic volatility models using option and spot prices: Application of a bivariate Kalman Filter

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)
Original languageEnglish
Pages (from-to)387 - 418
Number of pages32
JournalEconometric Reviews
Volume26
Issue number2-4
Publication statusPublished - 2007

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