Indirect inference methods for stochastic volatility models...

Computational Statistics & Data Analysis 2012 Vol. 56; Iss. 11

Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein–Uhlenbeck processes

Arvid Raknerud, Øivind Skare
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Volume:
56
Year:
2012
Language:
english
Pages:
1
DOI:
10.1016/j.csda.2011.01.014
File:
PDF, 443 KB
english, 2012
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