Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility

Jim Griffin and Mark Steel

Journal of Econometrics, 2006, vol. 134, issue 2, 605-644

Date: 2006
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Working Paper: Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:134:y:2006:i:2:p:605-644

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