Likelihood-based inference for asymmetric stochastic volatility models
| Year of publication: |
2003
|
|---|---|
| Authors: | Bartolucci, F. ; De Luca, G. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 42.2003, 3, p. 445-449
|
| Publisher: |
Elsevier |