Testing data cloning as the basis of an estimator for the stochastic volatility in mean model
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Publication:6607552
DOI10.1155/2023/7657430zbMATH Open1545.62193MaRDI QIDQ6607552FDOQ6607552
Authors: Esther Romero, E. Ropero-Moriones 
Publication date: 18 September 2024
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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