Testing data cloning as the basis of an estimator for the stochastic volatility in mean model

DOI10.1155/2023/7657430zbMATH Open1545.62193MaRDI QIDQ6607552

Esther Romero, E. Ropero-Moriones

Publication date: 18 September 2024

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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