On the applicability of stochastic volatility models
| Year of publication: |
2006
|
|---|---|
| Authors: | Suk Kim, Myung ; Wang, Suojin |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2006, 4, p. 2210-2217
|
| Publisher: |
Elsevier |