Online Appendix to Accompany 'Parameter Calibration and Rediscovery in the Bates Model'

9 Pages Posted: 23 Sep 2019

See all articles by Ruixian Huang

Ruixian Huang

Business School, East China University of Political Science and Law

ChengHao Li

Xi’an Jiaotong-liverpool University

Yaofei Xu

Adam Smith Business School, University of Glasgow

Yukun Shi

University of Glasgow; University of Leicester

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

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

Ruixian Huang

Business School, East China University of Political Science and Law ( email )

1575 Wanhangdu Rd.
Changning, Shanghai 200042
China

ChengHao Li (Contact Author)

Xi’an Jiaotong-liverpool University ( email )

111 Renai Road, SIP
Suzhou, JiangSu province 215123
China

Yaofei Xu

Adam Smith Business School, University of Glasgow ( email )

Adam Smith Business School
Glasgow, Scotland G12 8LE
United Kingdom

Yukun Shi

University of Glasgow ( email )

Adam Smith Business School
Glasgow, Scotland G12 8LE
United Kingdom

University of Leicester ( email )

University Road
Leicester, LE1 7RH
United Kingdom

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