Estimation methods for stochastic volatility models: a survey
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- Carmen Broto & Esther Ruiz, 2004. "Estimation methods for stochastic volatility models: a survey," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 613-649, December.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2003-03-13 (Econometrics)
- NEP-ETS-2003-03-10 (Econometric Time Series)
- NEP-FMK-2003-03-10 (Financial Markets)
- NEP-RMG-2003-03-10 (Risk Management)
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