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

标题
Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein–Uhlenbeck processes
作者
关键词
-
出版物
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 56, Issue 11, Pages 3260-3275
出版商
Elsevier BV
发表日期
2011-02-10
DOI
10.1016/j.csda.2011.01.014

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