Goodness-of-fit test for stochastic volatility models

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Publication:391575

DOI10.1016/j.jmva.2013.01.006zbMath1277.62125OpenAlexW1981499397MaRDI QIDQ391575

Sangyeol Lee, Liang-Ching Lin, Mei-Hui Guo

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.01.006



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