Cholesky realized stochastic volatility model
Shirota, Shinichiro, Omori, Yasuhiro, F. Lopes, Hedibert., Piao, HaixiangLanguage:
english
Journal:
Econometrics and Statistics
DOI:
10.1016/j.ecosta.2016.08.003
Date:
November, 2016
File:
PDF, 4.42 MB
english, 2016