Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns
| Year of publication: |
1996
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|---|---|
| Authors: | Harvey, Andrew C. ; Shephard, Neil |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 14.1996, 4, p. 429-434
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