Stochastic Volatility Models for Asset Returns with...

Stochastic Volatility Models for Asset Returns with Leverage, Skewness and Heavy-Tails via Scale Mixture

Huang, Jing-Zhi, Xu, Li
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Volume:
4
Language:
english
Journal:
Quarterly Journal of Finance
DOI:
10.1142/S2010139214500116
Date:
September, 2014
File:
PDF, 707 KB
english, 2014
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