Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures

• DOI: 10.1111/j.1467-937x.2006.00390.x
• Publication Date: 2006-07-06T21:37:10Z
• Authors: VALENTINA CORRADI; WALTER DISTASO
• Keywords: Queen (butterfly)

Journal Article Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures Get access Valentina Corradi, Corradi Queen Mary, University London Search for other works by this author on: Oxford Academic Google Scholar Walter Distaso Imperial College The Review Economic Studies, Volume 73, Issue 3, July 2006, Pages 635–667, https://doi.org/10.1111/j.1467-937X.2006.00390.x Published: 01 2006 history Received: January 2004 Accepted: November 2005