Title of article
Approximating volatility diffusions with CEV-ARCH models
Author/Authors
Fabio Fornari، نويسنده , , Antonio Mele، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
36
From page
931
To page
966
Keywords
stochastic volatility , ARCH filtering , Indirect inference
Journal title
Journal of Economic Dynamics and Control
Serial Year
2006
Journal title
Journal of Economic Dynamics and Control
Record number
238910
Link To Document