SV mixture models with application to S&P 500 index returns

Journal of Financial Economics

Volumn 85, Issue 3, 2007, Pages 822-856

  Durham, Garland B ^a  

^a UNIVERSITY OF COLORADO   (United States)

Author keywords

Forecasting; Stochastic volatility; Stock returns

Indexed keywords

EID: 34547653052     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2006.06.005     Document Type: Article

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