A Class of Nonlinear Stochastic Volatility Models

Author

Jun Yu, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

7-2002

Discipline

Economics

Publication

2002 Australiasian Econometric Society Meeting, Brisbane, Australia

Citation

Yu, Jun. A Class of Nonlinear Stochastic Volatility Models. (2002). 2002 Australiasian Econometric Society Meeting, Brisbane, Australia.
Available at: https://ink.library.smu.edu.sg/soe_research/972