Unified Approach for the Affine and Non-affine Models: An Empirical Analysis on the S&P 500 Volatility Dynamics
Crossref DOI link: https://doi.org/10.1007/s10614-018-9815-8
Published Online: 2018-04-27
Published Print: 2019-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhu, Shunwei
Wang, Bo
Text and Data Mining valid from 2018-04-27
Article History
Accepted: 16 April 2018
First Online: 27 April 2018