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Specification and estimation of discrete time quadratic stochastic volatility models

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  • Kawakatsu, Hiroyuki

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  • Kawakatsu, Hiroyuki, 2007. "Specification and estimation of discrete time quadratic stochastic volatility models," Journal of Empirical Finance, Elsevier, vol. 14(3), pages 424-442, June.
    • Handle: RePEc:eee:empfin:v:14:y:2007:i:3:p:424-442
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    Cited by:

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    2. María José Rodríguez & Esther Ruiz, 2012. "Revisiting Several Popular GARCH Models with Leverage Effect: Differences and Similarities," Journal of Financial Econometrics, Oxford University Press, vol. 10(4), pages 637-668, September.

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