"Indirect inference methods for stochastic volatility models based on ..."

Arvid Raknerud, Øivind Skare (2012)

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DOI: 10.1016/J.CSDA.2011.01.014

access: closed

type: Journal Article

metadata version: 2020-02-18

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Arvid Raknerud, Øivind Skare:
Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes. Comput. Stat. Data Anal. 56(11): 3260-3275 (2012)

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