Efficient Estimation of the Stochastic Volatility Model with Leverage

Darjus Hosszejni*, Gregor Kastner

*Corresponding author for this work

Publication: Contribution to conferenceConference poster

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  • 2021

    stochvol

    Hosszejni, D. & Kastner, G., 12 Jul 2021

    Publication: Non-textual formSoftware

    Open Access