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About this Economics, Econometrics and Finance article
Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models by Roland Langrock; Iain L. MacDonald; Walter Zucchini is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Roland Langrock; Iain L. MacDonald; Walter Zucchini
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0927-5398)
- Published
- 2012
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)
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