"Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously"

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CIRJE-F-515

Estimating Stochastic Volatility Models Using

Daily Returns and Realized Volatility

Simultaneously

Makoto Takahashi

Graduate School of Economics, University of Tokyo

Yasuhiro Omori

University of Tokyo

Toshiaki Watanabe

Hitotsubashi University

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