Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation

Econometrics and Statistics, Volume 13, January 2020, Pages 84-105

Author(s):

Xiuping Mao

School of Finance, Zhongnan University of Economics and Law

Veronika Czellar

EDHEC Business School

Esther Ruiz

Department of Statistics and Instituto Flores de Lemus, Universidad Carlos III de Madrid

Helena Veiga

BRU-UNIDE

Econometrics and Statistics, Volume 13, January 2020, Pages 84-105

Type: Academic publication
Date: le 02/01/2020
Research Cluster :
Source : Econometrics and Statistics

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