"Inference procedures for stable-Paretian stochastic volatility models."

Simos G. Meintanis, Emanuele Taufer (2012)

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DOI: 10.1016/J.MCM.2011.09.044

access: open

type: Journal Article

metadata version: 2021-02-17

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Simos G. Meintanis, Emanuele Taufer:
Inference procedures for stable-Paretian stochastic volatility models. Math. Comput. Model. 55(3-4): 1199-1212 (2012)

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