"Unified discrete-time factor stochastic volatility and continuous-time ..."

Donggyu Kim, Xinyu Song, Yazhen Wang (2022)

> Home

Details and statistics

DOI: 10.1016/J.JMVA.2022.105091

access: closed

type: Journal Article

metadata version: 2022-12-04

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ma/KimSW22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ma/KimSW22
Donggyu Kim, Xinyu Song, Yazhen Wang:
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency. J. Multivar. Anal. 192: 105091 (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.