Market-based estimation of stochastic volatility models

Yacine Aït-Sahalia, Dante Amengual, Elena Manresa

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Fingerprint

Dive into the research topics of 'Market-based estimation of stochastic volatility models'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance