Stochastic volatility models with possible extremal clustering
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Bernoulli |
| Volume | 19 |
| Issue number | 5A |
| Pages (from-to) | 1688-1713 |
| ISSN | 1350-7265 |
| DOIs | |
| Publication status | Published - 2013 |
ID: 94844336