buccheri.corsi.ea:21:continuous-time¶
BibTeX Entry:
@article{buccheri.corsi.ea:21:continuous-time,
author = {Buccheri, Giuseppe and Corsi, Fulvio and Flandoli, Franco and Livieri, Giulia},
doi = {10.1016/j.jeconom.2020.07.042},
fjournal = {Journal of Econometrics},
issn = {0304-4076,1872-6895},
journal = {J. Econometrics},
mrclass = {62P05 (60F17 60H30 62M10 91B70)},
mrnumber = {4215043},
number = {2},
pages = {655--675},
title = {The continuous-time limit of score-driven volatility models},
url = {https://doi.org/10.1016/j.jeconom.2020.07.042},
volume = {221},
year = {2021}
}