Indirect estimation of -stable stochastic volatility models

Computational Statistics and Data Analysis - Tập 53 - Trang 2298-2308 - 2009
Marco J. Lombardi1, Giorgio Calzolari2
1Dipartimento di Statistica e Matematica Applicata all’Economia, Università di Pisa, Via Ridolfi 10, I-56124 Pisa, Italy
2Dipartimento di Statistica “G. Parenti”, Università di Firenze. Viale Morgagni 59, I-50134 Firenze, Italy

Tài liệu tham khảo

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