A stochastic volatility model specification with diagnostics for thinly traded equity markets
| Year of publication: |
2001
|
|---|---|
| Authors: | Solibakke, Per Bjarte |
| Published in: |
Journal of Multinational Financial Management. - Elsevier, ISSN 1042-444X. - Vol. 11.2001, 4-5, p. 385-406
|
| Publisher: |
Elsevier |