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Adaptive estimation of the dynamics of a discrete time stochastic volatility modelEconometrics, 2010, 154 (1), pp.59-73. ⟨10.1016/j.jeconom.2009.07.001⟩
Article dans une revue
hal-00170740v1
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Adaptive estimation of the dynamics of a discrete time stochastic volatility modelEconometrics, 2009, 154 (1), pp.59. ⟨10.1016/j.jeconom.2009.07.001⟩
Article dans une revue
hal-00610660v1
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