Inference with non-Gaussian Ornstein–Uhlenbeck processes for stochastic volatility
| Year of publication: |
2006
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|---|---|
| Authors: | Griffin, J.E. ; Steel, M.F.J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 134.2006, 2, p. 605-644
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