Stochastic Methods and Their Applications || Power Variation and Stochastic Volatility: A Review and Some New Results
Ole E. Barndorff-Nielsen, Svend Erik Graversen and Neil ShephardVolume:
41
Year:
2004
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/3215973
File:
PDF, 1.07 MB
english, 2004