Stochastic volatility duration models
| Year of publication: |
2004
|
|---|---|
| Authors: | Ghysels, Eric ; Gouriéroux, Christian ; Jasiak, Joann |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 119.2004, 2, p. 413-434
|