Stochastic volatility models: Conditional normality versus heavy-tailed distributions

Journal of Applied Econometrics

Volumn 15, Issue 2, 2000, Pages 137-160

  Liesenfeld, Roman ^a   Jung, Robert C ^a  

^a UNIVERSITY OF TÜBINGEN   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034396460     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1255(200003/04)15:2<137::AID-JAE546>3.0.CO;2-M     Document Type: Article

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