Before revision: We study asymptotic properties of maximum likelihood estimators of drift parameters for a jump-type Heston model based on continuous time observations  .
After revision: We study asymptotic properties of maximum likelihood estimators of drift parameters for a jump-type Heston model based on continuous time observations , where the jump process can be any purely non-Gaussian L\'evy process of not necessarily bounded variation with a L\'evy measure concentrated on (-1,\infty) .