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Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness
Published in Elsevier BV
DOI: 10.2139/ssrn.2583239
Postprint Version
Content may be subject to copyright,Check License© This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc... ...© This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/
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| Publisher | Data powered by TypesetElsevier BV |
|---|---|
| Open Access | No |
Authors (1)
Sujay Kumar Mukhoti- A new class of discrete-time stochastic volatility model with correlated errors
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