INFERENCE FOR STOCHASTIC VOLATILITY MODELS USING TIME...

INFERENCE FOR STOCHASTIC VOLATILITY MODELS USING TIME CHANGE TRANSFORMATIONS

Konstantinos Kalogeropoulos, Gareth O. Roberts and Petros Dellaportas
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Volume:
38
Language:
english
Journal:
The Annals of Statistics
DOI:
10.2307/25662260
Date:
April, 2010
File:
PDF, 1.67 MB
english, 2010
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