"A Bayesian semiparametric model for volatility with a leverage effect."

E.-I. Delatola, Jim E. Griffin (2013)

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DOI: 10.1016/J.CSDA.2012.10.023

access: closed

type: Journal Article

metadata version: 2020-02-18

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E.-I. Delatola, Jim E. Griffin:
A Bayesian semiparametric model for volatility with a leverage effect. Comput. Stat. Data Anal. 60: 97-110 (2013)

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