City Research Online

Items where Author is "Livieri, G."

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

Bormetti, G., Casarin, R., Corsi, F. ORCID: 0000-0003-2683-4479 and Livieri, G. (2019). A Stochastic Volatility Model With Realized Measures for Option Pricing. Journal of Business & Economic Statistics, doi: 10.1080/07350015.2019.1604371

This list was generated on Tue Jul 7 04:50:29 2020 UTC.