Adaptive estimation of the dynamics of a discrete time stochastic volatility model
| Year of publication: |
2010
|
|---|---|
| Authors: | Comte, F. ; Lacour, C. ; Rozenholc, Y. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 154.2010, 1, p. 59-74
|