A note on stochastic volatility model estimation.

Autor: Abbara, Omar1 muhieddine@gmail.com, Zevallos, Mauricio2 amadeus@unicamp.br
Zdroj: Brazilian Review of Finance / Revista Brasileira de Finanças. Dec2019, Vol. 17 Issue 4, p22-32. 11p.
Databáze: Business Source Ultimate