ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models (2014)

First Author: Creel, M
Attributed to:  Centre for the Microeconomic Analysis of Public Policy (CPP) funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: http://www.ifs.org.uk/publications/7922

Type: Working Paper