"Dynamic equicorrelation stochastic volatility,"
Open Access
Bibliographic Information
- Title
- "Dynamic equicorrelation stochastic volatility,"
- Author
- Yuta Kurose and Yasuhiro Omori
Journal
-
- Computational Statistics and Data Analysis
-
Computational Statistics and Data Analysis 3 2016
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Details 詳細情報について
-
- CRID
- 1010000782238071809
-
- Article Type
- journal article
-
- Data Source
-
- KAKEN