Univariate and multivariate stochastic volatility models: estimation and diagnostics
| Year of publication: |
2003
|
|---|---|
| Authors: | Liesenfeld, Roman ; Richard, Jean-François |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 10.2003, 4, p. 505
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