Estimation of Asymmetric Stochastic Volatility Models: Application to Daily Average Prices of Energy Products
Version of Record online: 28 DEC 2010
© 2010 The Authors. International Statistical Review © 2010 International Statistical Institute
International Statistical Review
Volume 78, Issue 3, pages 330–347, December 2010
How to Cite
Montero, J.-M., Fernández-Avilés, G. and García, M.-C. (2010), Estimation of Asymmetric Stochastic Volatility Models: Application to Daily Average Prices of Energy Products. International Statistical Review, 78: 330–347. doi: 10.1111/j.1751-5823.2010.00125.x
- Issue online: 28 DEC 2010
- Version of Record online: 28 DEC 2010
- [Received August 2010, accepted November 2010]
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