ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (2015)
Attributed to:
Centre for the Microeconomic Analysis of Public Policy (CPP)
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1017/s0266466615000079
Publication URI: http://dx.doi.org/10.1017/s0266466615000079
Type: Journal Article/Review
Parent Publication: Econometric Theory
Issue: 4