No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications
- 24 July 2006
- journal article
- Published by Elsevier
- Vol. 138 (1) , 125-180
- https://doi.org/10.1016/j.jeconom.2006.05.018
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