TY  - GENERIC
DO  - 10.20944/preprints201607.0004.v1
UR  - http://dx.doi.org/10.20944/preprints201607.0004.v1
TI  - Bayesian estimation of the fractional Ornstein-Uhlenbeck instantaneous rate of asset return process: Evidence from high-frequency stock price data
T2  - Preprints
AU  - Simos, Theodore
AU  - Tsionas, Mike
PY  - 2016
DA  - 2016/07/04
PB  - Preprints