Validity of discrete-time stochastic volatility models in non-synchronous equity markets

Per Bjarte Solibakke
  • European Journal of Finance, October 2003, Taylor & Francis
  • DOI: 10.1080/1351847032000087795
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http://dx.doi.org/10.1080/1351847032000087795

The following have contributed to this page: Dr Per B Solibakke