Información del autor
Autor Oya, Kosuke |
Documentos disponibles escritos por este autor (1)
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texto impreso
Ishida , Isao ; McAleer, Michael ; Oya, Kosuke | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2011-05This paper proposes a new method for estimating continuous-time stochastic volatility (SV) models for the S&P 500 stock index process using intraday high-frequency observations of both the S&P 500 index and the Chicago Board of Exchange (CBOE) i[...]