Some nonstandard stochastic volatility models and their...

Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models

Roland Langrock, Iain L. MacDonald, Walter Zucchini
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Volume:
19
Year:
2012
Language:
english
DOI:
10.1016/j.jempfin.2011.09.003
File:
PDF, 788 KB
english, 2012
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