Ishida , I., McAleer, M., & Oya, K. (2011). Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX.
Citación estilo ChicagoIshida , Isao, Michael McAleer, y Kosuke Oya. Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX. 2011.
Cita MLAIshida , Isao, Michael McAleer, y Kosuke Oya. Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX. 2011.
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