Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions.
Appl Stoch Models Bus Ind
; 33(4): 394-408, 2017.
Article
in En
| MEDLINE
| ID: mdl-28970740
Full text:
1
Collection:
01-internacional
Database:
MEDLINE
Language:
En
Journal:
Appl Stoch Models Bus Ind
Year:
2017
Document type:
Article
Affiliation country:
Brazil