ProfessorAlmutVeraart

Faculty of Natural Sciences, Department of Mathematics

Head of the Statistics Section, Professor of Statistics

Contact

+44 (0)20 7594 8545a.veraart Website

Location

551Huxley BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Veraart:2011:10.1111/j.1368-423X.2010.00336.x,
author = {Veraart, AED},
doi = {10.1111/j.1368-423X.2010.00336.x},
journal = {Econometrics Journal},
pages = {204--240},
title = {Likelihood estimation of Levy-driven stochastic volatility models through realised variance measures},
url = {http://dx.doi.org/10.1111/j.1368-423X.2010.00336.x},
volume = {14},
year = {2011}
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Veraart,AED
DO  - 10.1111/j.1368-423X.2010.00336.x
EP  - 240
PY  - 2011///
SN  - 1368-4221
SP  - 204
TI  - Likelihood estimation of Levy-driven stochastic volatility models through realised variance measures
T2  - Econometrics Journal
UR  - http://dx.doi.org/10.1111/j.1368-423X.2010.00336.x
VL  - 14
ER  -

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