Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter
| Year of publication: |
2007
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|---|---|
| Authors: | Forbes, Catherine S. ; Martin, Gael M. ; Wright, Jill |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 26.2007, 2, p. 387-418
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