Title of article
Specification and estimation of discrete time quadratic stochastic volatility models
Author/Authors
Hiroyuki Kawakatsu، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2007
Pages
19
From page
424
To page
442
Keywords
Quadratic , Leverage , stochastic volatility , numerical integration
Journal title
Journal of Empirical Finance
Serial Year
2007
Journal title
Journal of Empirical Finance
Record number
130860
Link To Document