Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Buccheri, Giuseppe"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 1.

Buccheri, Giuseppe, Corsi, Fulvio, Flandoli, Franco and Livieri, Giulia ORCID: 0000-0002-3777-7329 (2021) The continuous-time limit of score-driven volatility models. Journal of Econometrics, 221 (2). pp. 655-675. ISSN 0304-4076

This list was generated on Sun Dec 22 08:48:39 2024 GMT.

Mission Statement & FAQs | Contact us | Takedown Policy | Content Policy | LSE Research Online supports OAI 2.0 with a base URL of /cgi/oai2