Maximally Autocorrelated Power Transformations: A Closer Look at the Properties of Stochastic Volatility Models
- 期刊名称Studies in Nonlinear Dynamics & Econometrics
- 作者Ruiz, Esther; Pérez, Ana
- 卷第16卷
- 期第3期
- 电子ISSN1558-3708
- 文件大小1581.11KB
- 发表时间2012-01-18
- DOI10.1515/1558-3708.1880
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