Xu, Dinghai; Knight, John - In: Journal of Economics and Finance 37 (2013) 2, pp. 216-239
This paper investigates the properties of a linearized stochastic volatility (SV) model originally from Harvey et al. (Rev Econ Stud 61:247–264, <CitationRef CitationID="CR20">1994</CitationRef>) under an extended flexible specification (discrete mixtures of normal). General closed form expressions for the moment conditions are derived....</citationref>
