A semiparametric stochastic volatility model
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Publication:738174
DOI10.1016/j.jeconom.2011.09.029zbMath1441.62909OpenAlexW2143100759MaRDI QIDQ738174
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1268
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Uses Software
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