Parameter Estimation and Applications for Stochastic Volatility Model with Time-Varying Leverage Effect#br#

Parameter Estimation and Applications for Stochastic Volatility Model with Time-Varying Leverage Effect#br#

HAO Hongxia, HU Hongqian, HAN Zhongcheng, LIN Jinguan

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PDF(349 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2024, Vol. 40 ›› Issue (2) : 264-276. DOI: 10.3969/j.issn.1001-4268.2024.02.003

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Parameter Estimation and Applications for Stochastic Volatility Model with Time-Varying Leverage Effect#br#

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2024, 40(2): 264-276 https://doi.org/10.3969/j.issn.1001-4268.2024.02.003

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