"Dynamic equicorrelation stochastic volatility."

Yuta Kurose, Yasuhiro Omori (2016)

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DOI: 10.1016/J.CSDA.2015.01.013

access: closed

type: Journal Article

metadata version: 2020-02-18

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Yuta Kurose, Yasuhiro Omori:
Dynamic equicorrelation stochastic volatility. Comput. Stat. Data Anal. 100: 795-813 (2016)

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