Title of article :
On the applicability of stochastic volatility models
Author/Authors :
Myung Suk Kim، نويسنده , , Suojin Wang، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Runs test , Drift function , Short interest rate , Stochastic volatility model with jumps , US Treasury Bill yields , Stochastic volatility model , Bayesian inference
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
