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1 research outputs found
A new variant of estimation approach to asymmetric stochastic volatilitymodel
Author
Bauwens L Lubrano M
Bollerslev T
+21Â more
Broto C Ruiz E
Chib S Nardarib F, Shephard N
Diebold FX Guther TA, Tay AS
Dobigeon N Tourneret J
Engle RF
Eraker B Johannes M, Polson N
Geweke J
Jacquier E Polson NG, Rossi PE
Kawakatsu H
Kim S Shephard N, Chib S
Melino A Turnbull SM
Men Z Kolkiewicz A, Wirjanto TS
Men Z McLeish D, Kolkiewicz A, et al.
Mira A Tierney L
Neal RN
Omori Y Chib S, Shephard N, et al.
Roberts GO Rosenthal JS
Shephard N Pitt MK
Wirjanto TS Kolkiewicz A, Men Z
Yu J
Zhang X King L
Publication venue
'American Institute of Mathematical Sciences (AIMS)'
Publication date
01/01/2018
Field of study
No full text
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