PAN, MIN; TANG, SHENGQIAO - In: Asia-Pacific Journal of Operational Research (APJOR) 28 (2011) 01, pp. 81-93
general error distribution stochastic volatility model, involving both the features of the stock return volatility and the … model under general error distribution stochastic volatility model. The results show that the general error distribution … distribution stochastic volatility model. The divergence varies with the discrepancy between the price of underlying stock at the …