Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model

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Publication:961412

DOI10.1016/j.csda.2008.08.024zbMath1453.62089OpenAlexW2164418150MaRDI QIDQ961412

Gianna Figà-Talamanca

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.08.024




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