A Statistical Recurrent Stochastic Volatility Model for Stock Markets
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Publication:6149855
DOI10.1080/07350015.2022.2028631arXiv1906.02884OpenAlexW4206840367MaRDI QIDQ6149855
Unnamed Author, Robert Kohn, Minh-Ngoc Tran, David Gunawan
Publication date: 5 March 2024
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.02884
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