Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter

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Publication:5292355

DOI10.1080/07474930701220584zbMath1112.62118OpenAlexW2125179223MaRDI QIDQ5292355

Catherine S. Forbes, Gael M. Martin, J. D. Wright

Publication date: 20 June 2007

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474930701220584




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