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Bayesian range-based estimation of stochastic volatility models

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Author Info
Brandt, Michael W.
Jones, Christopher S.
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File URL: http://www.sciencedirect.com/science/article/B7CPP-4H6XM2Y-2/2/b589b936eaef31e49b991b8d513d4c8e
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Article provided by Elsevier in its journal Finance Research Letters.

Volume (Year): 2 (2005)
Issue (Month): 4 (December)
Pages: 201-209
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Handle: RePEc:eee:finlet:v:2:y:2005:i:4:p:201-209

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