Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models

Roland Langrock, Iain L. MacDonald, Walter Zucchini

Research output: Contribution to journalArticlepeer-review

39 Citations (Scopus)
Original languageEnglish
Pages (from-to)147-161
JournalJournal of Empirical Finance
Volume19
Issue number1
DOIs
Publication statusPublished - 2012

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