Estimation of time-varying autoregressive stochastic volatility models with stable innovations
Crossref DOI link: https://doi.org/10.1007/s11222-021-09995-5
Published Online: 2021-04-20
Published Print: 2021-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Müller, Gernot
Uhl, Sebastian
Text and Data Mining valid from 2021-04-20
Version of Record valid from 2021-04-20
Article History
Received: 4 May 2020
Accepted: 8 January 2021
First Online: 20 April 2021