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Comparison of asymmetric stochastic volatility models under different correlation structures.

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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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PubType: Academic Journal
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1080/02664763.2016.1204596
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      – Code: eng
        Text: English
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        PageCount: 19
        StartPage: 1350
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      – TitleFull: Comparison of asymmetric stochastic volatility models under different correlation structures.
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            NameFull: Men, Zhongxian
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            NameFull: McLeish, Don
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            NameFull: Kolkiewicz, Adam W.
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              Text: Jun2017
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