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Publications by Sassan Alizadeh

Range-Based Estimation of Stochastic Volatility Models

Journal of Finance

English

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Fractional Cointegration in Stochastic Volatility Models

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Stochastic Volatility Models With Volatility Driven by Fractional Brownian Motions

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News Impact Curve for Stochastic Volatility Models

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Solving Asset Pricing Models With Stochastic Volatility

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Properties of Range-Based Volatility Estimators

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Estimation of a Structural Stochastic Volatility Model of Asset Pricing

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Model-Based Estimation of High Frequency Jump Diffusions With Microstructure Noise and Stochastic Volatility

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