مرکز منطقه ای اطلاع رساني علوم و فناوري - Specification and estimation of discrete time quadratic stochastic volatility models

Title of article :

Specification and estimation of discrete time quadratic stochastic volatility models

Author/Authors :

Hiroyuki Kawakatsu، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2007

Pages :

From page :

424

To page :

442

Keywords :

Quadratic , Leverage , stochastic volatility , numerical integration

Journal title :

Journal of Empirical Finance

Serial Year :

2007

Journal title :

Journal of Empirical Finance

Record number :

130860

Link To Document :