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The continuous-time limit of score-driven volatility models:
Buccheri, G
;
Corsi, F
;
Flandoli, F
.
https://openaccess.city.ac.uk/id/eprint/25009/1/MS2019249_Buccherietal.pdf. , 2021
Link:
https://openaccess.city.ac.uk/id/eprint/25009/
RT Journal T1 <Title>The continuous-time limit of score-driven volatility models</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftcityunivlondon:oai:openaccess.city.ac.uk:25009&Exemplar=1&LAN=DE A1 Buccheri, G A1 Corsi, F A1 Flandoli, F A1 Livieri, G PB Elsevier BV YR 2021 K1 HB Economic Theory JF https://openaccess.city.ac.uk/id/eprint/25009/1/MS2019249_Buccherietal.pdf LK http://dx.doi.org/https://openaccess.city.ac.uk/id/eprint/25009/ DO https://openaccess.city.ac.uk/id/eprint/25009/ SF ELIB - SuUB Bremen
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