Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein–Uhlenbeck processes

✍ Scribed by Arvid Raknerud; Øivind Skare

• Book ID: 113557644
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 443 KB
• Volume: 56
• Category: Article
• ISSN: 0167-9473
• DOI: 10.1016/j.csda.2011.01.014