Estimation of stochastic volatility with LRD

  1. Casas, I.
Journal:
Mathematics and Computers in Simulation

ISSN: 0378-4754

Year of publication: 2008

Volume: 78

Issue: 2-3

Pages: 335-340

Type: Article

DOI: 10.1016/J.MATCOM.2008.01.040 GOOGLE SCHOLAR
Data source: Scopus