Estimation of an Asymmetric Stochastic Volatility Model for...

Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns

Andrew C. Harvey and Neil Shephard
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Volume:
14
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1392251
Date:
October, 1996
File:
PDF, 305 KB
english, 1996
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