Estimation of stochastic volatility models by nonparametric filtering
Attributed to:
The Centre for Microdata Methods and Practice
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1920/wp.cem.2015.0915
Publication URI: http://dx.doi.org/10.1920/wp.cem.2015.0915
Type: Working Paper