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ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (2015)

First Author: Kanaya S

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