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Estimation and specification test for diffusion models with stochastic volatility

Published Online: 2025-01-23

Published Print: 2025-02

Authors

López-Pérez, A.

Febrero-Bande, M. https://orcid.org/0000-0002-9536-2973
González-Manteiga, W. https://orcid.org/0000-0002-3555-4623
Funding

Funding for this research was provided by:

Ministerio de Economía y Competitividad (PID2020-116587GB-100)
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Text and Data Mining valid from 2025-01-23

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Article History

Received: 22 November 2023

Revised: 2 September 2024

First Online: 23 January 2025

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