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Comparison of asymmetric stochastic volatility models under different correlation structures.

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Bibliographic Details
Title: Comparison of asymmetric stochastic volatility models under different correlation structures.
Authors: Men, Zhongxian1, McLeish, Don1, Kolkiewicz, Adam W.1, Wirjanto, Tony S.1,2, twirjant@uwaterloo.ca
Source: Journal of Applied Statistics; Jun2017, Vol. 44 Issue 8, p1350-1368, 19p, 12 Charts, 4 Graphs
Database: Applied Science & Technology Source
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Description
ISSN:02664763
DOI:10.1080/02664763.2016.1204596