Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein–Uhlenbeck processes

Published 2011 View Full Article

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Journal

COMPUTATIONAL STATISTICS & DATA ANALYSIS

Volume 56, Issue 11, Pages 3260-3275

Publisher

Elsevier BV

Online

2011-02-10

DOI

10.1016/j.csda.2011.01.014

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