Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models
| Year of publication: |
2012
|
|---|---|
| Authors: | Langrock, Roland ; MacDonald, Iain L. ; Zucchini, Walter |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 19.2012, 1, p. 147-162
|