GMC/GEL Estimation of Stochastic Volatility Models
Laurini, Márcio Poletti; Hotta, Luiz Koodi
- 期刊名称Communications in Statistics - Simulation and Computation
- 作者Laurini, Márcio Poletti; Hotta, Luiz Koodi
- 印刷ISSN0361-0918
- 电子ISSN1532-4141
- 文件大小346.16KB
- 发表时间2016-09-15
- DOI10.1080/03610918.2016.1213282