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Inferences for a class of stochastic volatility models using option and spot prices : application of a bivariate Kalman filter
Forbes, Catherine Scipione; Martin, Gael M.; Wright, Jill - In: Econometric reviews 26 (2007) 2, pp. 387-418
Persistent link: https://www.econbiz.de/10003509137
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Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione; Martin, Gael M.; Wright, Jill - 2003
Persistent link: https://www.econbiz.de/10001854495
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Bayesian estimation of a stochastic volatility model using option and spot prices
Forbes, Catherine Scipione; Martin, Gael M.; Wright, Jill - 2002
Persistent link: https://www.econbiz.de/10001704968