Journal Article

Simulation Methods for Levy-driven CARMA Stochastic Volatility Models

Journal of Business & Economic Statistics
Author(s)

Viktor Todorov

George Tauchen

Date Published: 2006
Citations: Todorov, Viktor, George Tauchen. 2006. Simulation Methods for Levy-driven CARMA Stochastic Volatility Models. Journal of Business & Economic Statistics. (4)455-469.