Stochastic Volatility Models: Conditional Normality versus Heavy-tailed Distributions
| Year of publication: |
2000
|
|---|---|
| Authors: | Liesenfeld, R. ; Jung, R.C. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 15.2000, 2, p. 137-160
|