Periodic autoregressive stochastic volatility
Crossref DOI link: https://doi.org/10.1007/s11203-016-9139-z
Published Online: 2016-06-14
Published Print: 2017-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Aknouche, Abdelhakim
License valid from 2016-06-14