Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture

Published 2013 View Full Article

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Title
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Authors
Keywords
-
Journal
JOURNAL OF ECONOMETRICS
Volume 178, Issue -, Pages 523-538
Publisher
Elsevier BV
Online
2013-08-24
DOI
10.1016/j.jeconom.2013.08.018

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