has been cited by the following article(s):
[1]
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New parametrization of stochastic volatility models
Communications in Statistics - Theory and Methods,
2022
DOI:10.1080/03610926.2021.1934031
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[2]
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A threshold stochastic volatility model with explanatory variables
Statistica Neerlandica,
2019
DOI:10.1111/stan.12143
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[3]
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Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models
Applied Stochastic Models in Business and Industry,
2018
DOI:10.1002/asmb.2305
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[4]
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Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models
Applied Stochastic Models in Business and Industry,
2018
DOI:10.1002/asmb.2305
|
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[5]
|
A threshold stochastic volatility model with explanatory variables
Statistica Neerlandica,
2018
DOI:10.1111/stan.12143
|
|
|