New parametrization of stochastic volatility models

DOI10.1080/03610926.2021.1934031MaRDI QIDQ6587699zbMATH OpenFDO

Authors Ibrahim Sadok, Afif Masmoudi

Publication date 14 August 2024

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.1934031

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Non-informative Bayesian estimation in dispersion models

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