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