Estimation and empirical performance of Heston's stochastic volatility model: The case of a thinly traded market

  1. Fiorentini, G.
  2. León, A.
  3. Rubio, G.
Journal:
Journal of Empirical Finance

ISSN: 0927-5398

Year of publication: 2002

Volume: 9

Issue: 2

Pages: 225-255

Type: Article

DOI: 10.1016/S0927-5398(01)00052-4 GOOGLE SCHOLAR
Data source: Scopus