"Indirect estimation of alpha-stable stochastic volatility models."

Marco J. Lombardi, Giorgio Calzolari (2009)

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DOI: 10.1016/J.CSDA.2008.11.016

access: closed

type: Journal Article

metadata version: 2020-02-18

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Marco J. Lombardi, Giorgio Calzolari:
Indirect estimation of alpha-stable stochastic volatility models. Comput. Stat. Data Anal. 53(6): 2298-2308 (2009)

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