Estimating stochastic volatility: the rough side to equity returns
Crossref DOI link: https://doi.org/10.1007/s10203-019-00261-y
Published Online: 2019-07-17
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Haynes, Jonathan http://orcid.org/0000-0002-7524-8970
Schmitt, Daniel
Grimm, Lukas
Text and Data Mining valid from 2019-07-17
Version of Record valid from 2019-07-17
Article History
Received: 17 July 2018
Accepted: 3 July 2019
First Online: 17 July 2019