Stochastic volatility in mean models with heavy-tailed distributions
Abanto-Valle, Carlos A., Migon, Helio S., Lachos, Victor H.Volume:
26
Language:
english
Journal:
Brazilian Journal of Probability and Statistics
DOI:
10.1214/11-BJPS169
Date:
November, 2012
File:
PDF, 390 KB
english, 2012