Title:

Bayesian Estimation for High-Frequency Volatility Models in a Time Deformed Framework

Author:

António Santos (U Coimbra)

Journal:

Computational Economics

Year:

2021

Volume:

57

Number:

2

Pages:

455-479

JEL code:

C58 - Financial Econometrics

DOI:

10.1007/s10614-019-09958-z