Estimation of Asymmetric Stochastic Volatility Models: Application to Daily Average Prices of Energy Products

José-María Montero (), Gema Fernández‐Avilés and María‐Carmen García
Authors registered in the RePEc Author Service: Gema Fernández-Avilés ()

International Statistical Review, 2010, vol. 78, issue 3, 330-347

Date: 2010
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