Toggle navigation
Home
Publications
Publications
Authors
Institutions
Journals
Rankings
Authors
Institutions
Journals
About
FAQ
Links
Contacts
PT
Sign in
Article
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
Back