ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING

DOI10.1017/S0266466615000079zbMath1441.62766OpenAlexW2117552640MaRDI QIDQ2826006

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Publication date: 14 October 2016

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466615000079

Mathematics Subject Classification ID

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