Download This PaperOnline Appendix to Accompany 'Parameter Calibration and Rediscovery in the Bates Model'
9 Pages Posted: 23 Sep 2019
Date Written: September 12, 2019
Abstract
This is an online appendix to accompany the paper 'Parameter Calibration and Rediscovery in the Bates Model'.
Suggested Citation: Suggested Citation
Huang, Ruixian and Li, ChengHao and Xu, Yaofei and Shi, Yukun, Online Appendix to Accompany 'Parameter Calibration and Rediscovery in the Bates Model' (September 12, 2019). Available at SSRN: https://ssrn.com/abstract=3453486 or http://dx.doi.org/10.2139/ssrn.3453486
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