Linear‐representation Based Estimation of Stochastic Volatility Models
Work
Year: 2006
Type: article
Authors Christian Francq, Jean‐Michel Zakoïan
Institutions Université de Lille, Centre for Research in Engineering Surface Technology, Centre de Recherche en Économie et Statistique
Cites: 40
Cited by: 19
Related to: 10
FWCI: 0.308
Citation percentile (by year/subfield): 86.62
Subfield: Finance
Domain: Social Sciences
Open Access status: closed