Approximating volatility diffusions with CEV-ARCH models
| Year of publication: |
2006
|
|---|---|
| Authors: | Fornari, Fabio ; Mele, Antonio |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 30.2006, 6, p. 931-966
|
| Publisher: |
Elsevier |