Estimation and asymptotic covariance matrix for stochastic volatility models
Crossref DOI link: https://doi.org/10.1007/s10260-016-0373-8
Published Online: 2016-11-04
Published Print: 2017-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cavicchioli, Maddalena
License valid from 2016-11-04