Work

Singular Spectrum Analysis for signal extraction in Stochastic Volatility models

Year: 2016

Type: article

Source: Econometrics and Statistics

DOI: 10.1016/j.ecosta.2016.09.004

Authors: Josu Arteche, Javier García-Enríquez

Institution: University of the Basque Country

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2552968203

FWCI: 1.673

Cites: 32

Cited by: 22

Related to: 10