"GMC/GEL estimation of stochastic volatility models."

Márcio Poletti Laurini, Luiz Koodi Hotta (2017)

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DOI: 10.1080/03610918.2016.1213282

access: closed

type: Journal Article

metadata version: 2020-05-10

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Márcio Poletti Laurini, Luiz Koodi Hotta:
GMC/GEL estimation of stochastic volatility models. Commun. Stat. Simul. Comput. 46(9): 6828-6844 (2017)

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