Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview

  1. Jimenez, J.C.
  2. Biscay, R.J.
  3. Ozaki, T.
Aldizkaria:
Asia-Pacific Financial Markets

ISSN: 1387-2834

Argitalpen urtea: 2005

Alea: 12

Zenbakia: 2

Orrialdeak: 109-141

Mota: Artikulua

DOI: 10.1007/S10690-006-9015-8 GOOGLE SCHOLAR
Datuen iturria: Scopus