A stochastic volatility model specification with diagnostics for thinly traded equity markets

✍ Scribed by Per Bjarte Solibakke

• Book ID: 114339968
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 370 KB
• Volume: 11
• Category: Article
• ISSN: 1042-444X
• DOI: 10.1016/s1042-444x(01)00040-8