Realised volatility and estimating stochastic volatility models

Barndorff-Nielsen, Ole E., Shephard, Neil . :3-12

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Bibtex

@article{CIS-514070,
  Author = {Barndorff-Nielsen, Ole E. and Shephard, Neil},
  Title = {Realised volatility and estimating stochastic volatility models},
  Journal = {},
  Year = {2001},
  Pages = {3--12},
  Keywords = {}
}

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