Data Cloning Estimation for Asymmetric Stochastic Volatility Models

AuthID
P-00S-CE8
3
Author(s)
Marin, JM
·
Veiga, H
Document Type
Article in Press
Year published
2020
Published
in ECONOMETRIC REVIEWS, ISSN: 0747-4938
Volume: 39, Issue: 10, Pages: 1057-1074 (18)
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Publication Identifiers
SCOPUS: 2-s2.0-85087112125
Wos: WOS:000545578800001
Source Identifiers
ISSN: 0747-4938
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