Parameter Estimation and Applications for Stochastic Volatility Model with Time-Varying Leverage Effect#br#
HAO Hongxia, HU Hongqian, HAN Zhongcheng, LIN Jinguan
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS . 2024, (2): 264 -276 .  DOI: 10.3969/j.issn.1001-4268.2024.02.003

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