"On asymmetric generalised t stochastic volatility models."

Joanna J. J. Wang (2012)

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DOI: 10.1016/J.MATCOM.2012.04.007

access: closed

type: Journal Article

metadata version: 2020-03-04

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Joanna J. J. Wang:
On asymmetric generalised t stochastic volatility models. Math. Comput. Simul. 82(11): 2079-2095 (2012)

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