A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
Publication
, Journal Article
Chernov, M; Gallant, AR; Ghysels, E; Tauchen, G
October 13, 1999
Duke Scholars
Publication Date
October 13, 1999
Citation
APA
Chicago
ICMJE
MLA
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Chernov, M., Gallant, A. R., Ghysels, E., & Tauchen, G. (1999). A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation.
Chernov, Mikhail, A Ronald Gallant, Eric Ghysels, and George Tauchen. “A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation,” October 13, 1999.
Chernov M, Gallant AR, Ghysels E, Tauchen G. A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation. 1999 Oct 13;
Chernov, Mikhail, et al. A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation. Oct. 1999.
Chernov M, Gallant AR, Ghysels E, Tauchen G. A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation. 1999 Oct 13;
Publication Date
October 13, 1999