Linear‐representation Based Estimation of Stochastic Volatility Models

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Publication:5430621

DOI10.1111/J.1467-9469.2006.00495.XzbMath1164.62379OpenAlexW1996140087MaRDI QIDQ5430621

Jean-Michel Zakoian, Christian Francq

Publication date: 16 December 2007

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2006.00495.x




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