Estimating the Instantaneous Volatility and Covariance of Risky Assets

Marc Chesney and Robert Elliott
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Marc Chesney: GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC - HEC Paris - Ecole des Hautes Etudes Commerciales - CNRS - Centre National de la Recherche Scientifique

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Keywords: Instantaneous Volatility; Covariance; Risky Assets (search for similar items in EconPapers)
Date: 1995
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Published in 1995

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Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:hal-00607603

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