Stochastic Volatility Models as Hidden Markov Models and Statistical Applications

Autor:	Genon-Catalot, Valentine, Jeantheau, Thierry, Larédo, Catherine
Zdroj:	Bernoulli, 2000 Dec 01. 6(6), 1051-1079.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/3318471 Zobrazit plný text záznamu