Estimation of Asymmetric Stochastic Volatility Models: Application to Daily Average Prices of Energy Products
| Year of publication: |
2010
|
|---|---|
| Authors: | José‐María Montero ; Gema Fernández‐Avilés ; María‐Carmen García |
| Published in: |
International Statistical Review. - International Statistical Institute (ISI), ISSN 0306-7734. - Vol. 78.2010, 3, p. 330-347
|
| Publisher: |
International Statistical Institute (ISI) |