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Journal of econometrics
Revue d'économie régionale & urbaine : RERU
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Adaptive estimation of the dynamics of a discrete time stochastic volatility model
Comte, Fabienne
;
Lacour, C.
;
Rozenholc, Y.
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-73
Persistent link: https://www.econbiz.de/10003931786
Saved in:
2
Adaptive estimation of the dynamics of a discrete time stochastic volatility model
Comte, F.
;
Lacour, C.
;
Rozenholc, Y.
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10008894618
Saved in:
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