INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS
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Publication:6203301
DOI10.1142/S021952591850025XOpenAlexW2909165290WikidataQ128592192 ScholiaQ128592192MaRDI QIDQ6203301FDOQ6203301
Nils Bertschinger, Oliver Pfante
Publication date: 27 March 2024
Published in: Advances in Complex Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s021952591850025x
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