Estimating Stochastic Volatility Models : A New Approach Based on ARMA Representations
Year of publication: |
2000
|
---|---|
Authors: | Francq, Christian ; Zakoïan, Jean-Michel |
Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
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