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"Likelihood-based inference for asymmetric stochastic volatility models."

Francesco Bartolucci, Giovanni De Luca (2003)

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DOI: 10.1016/S0167-9473(02)00215-3

access: closed

type: Journal Article

metadata version: 2020-02-18

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  - journals/csda/BartolucciL03
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  - https://dblp.org/rec/journals/csda/BartolucciL03
Francesco Bartolucci, Giovanni De Luca:
Likelihood-based inference for asymmetric stochastic volatility models. Comput. Stat. Data Anal. 42(3): 445-449 (2003)

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