A Testing Procedure for Constant Parameters in Stochastic Volatility Models
Crossref DOI link: https://doi.org/10.1007/s10614-019-09892-0
Published Online: 2019-05-17
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
del Hoyo, Juan
Llorente, Guillermo
Rivero, Carlos
Text and Data Mining valid from 2019-05-17
Version of Record valid from 2019-05-17
Article History
Accepted: 11 April 2019
First Online: 17 May 2019
Compliance with ethical standards
:
: The authors declare that they have no conflict of interest