Inference for stochastic volatility models using time...

Inference for stochastic volatility models using time change transformations

Kalogeropoulos, Konstantinos, Roberts, Gareth O., Dellaportas, Petros
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Volume:
38
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/09-AOS702
Date:
April, 2010
File:
PDF, 574 KB
english, 2010
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