Kernel deconvolution of stochastic volatility models

Journal of Time Series Analysis

Volumn 25, Issue 4, 2004, Pages 563-582

  Comte, Fabienne ^a,b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b CNRS   (France)

Author keywords

Deconvolution kernel estimator; Errors in variables model; Stochastic volatility model

Indexed keywords

EID: 3042710797     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2004.01825.x     Document Type: Article

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