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person:"Döpke, Jörg"
~isPartOf:"Econometrics : open access journal"
~person:"Asai, Manabu"
~subject:"Volatilität"
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Döpke, Jörg
Asai, Manabu
McAleer, Michael
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Silvennoinen, Annastiina
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Econometrics : open access journal
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Estimation
of realized asymmetric stochastic volatility models using Kalman filter
Asai, Manabu
- In:
Econometrics : open access journal
11
(
2023
)
3
,
pp. 1-13
Despite the growing interest in realized stochastic volatility models, their
estimation
techniques, such as simulated …
Persistent link: https://www.econbiz.de/10014425668
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