Efficient Estimation of the Stochastic Volatility Model with Leverage

Darjus Hosszejni*, Gregor Kastner

*Corresponding author for this work

Publication: Contribution to conferenceConference poster

Original languageEnglish
Publication statusPublished - 2018

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 102022 Software development
  • 101018 Statistics
  • 502025 Econometrics
  • 101026 Time series analysis

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