A Harris process to model stochastic volatility

A Harris process to model stochastic volatility

Anzarut, Michelle, Mena, Ramsés H.
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Language:
english
Journal:
Econometrics and Statistics
DOI:
10.1016/j.ecosta.2017.11.001
Date:
February, 2018
File:
PDF, 3.10 MB
english, 2018
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