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

Roland Langrock, Iain L. MacDonald, Walter Zucchini

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	147-161
Journal	Journal of Empirical Finance
Volume	19
Issue number	1
DOIs	https://doi.org/10.1016/j.jempfin.2011.09.003
Publication status	Published - 2012

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AU - MacDonald, Iain L.

AU - Zucchini, Walter

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