A multivariate threshold stochastic volatility model
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Publication:960327
DOI10.1016/J.MATCOM.2007.12.003zbMath1151.91540DBLPjournals/mcs/SoC08OpenAlexW1988861049WikidataQ91906239 ScholiaQ91906239MaRDI QIDQ960327
Publication date: 17 December 2008
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc7127604
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