Fourier inference for stochastic volatility models with heavy-tailed innovations
Crossref DOI link: https://doi.org/10.1007/s00362-016-0803-6
Published Online: 2016-07-09
Published Print: 2018-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ebner, Bruno http://orcid.org/0000-0003-4329-8794
Klar, Bernhard
Meintanis, Simos G.
Funding for this research was provided by:
National and Kapodistrian University of Athens (11699)
License valid from 2016-07-09