Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility
| Year of publication: |
2006
|
|---|---|
| Authors: | Griffin, J.E. ; Steel, M.F.J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 134.2006, 2, p. 605-644
|
| Publisher: |
Elsevier |