Adaptive estimation of the dynamics of a discrete time stochastic volatility model
| Year of publication: |
2010
|
|---|---|
| Authors: | Baltagi, Badi H. ; Jung, Byoung Cheol ; Song, Seuck Heun |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 154.2010, 1 (1.1.), p. 59-74
|