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Publication details

Document type
Conference papers

Document subtype
Abstract

Title
Data cloning estimation for asymmetric stochastic volatility models

Participants in the publication
Marin, J. M. (Author)
UNIVERSIDAD CARLOS III DE MADRID
de Zea Bermudez, P. (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações
Veiga, H. (Author)
UNIVERSIDAD CARLOS III DE MADRID

Scope
International

Refereeing
Yes

Date of Publication
2018

Event
ECOSTA ECONOMETRICS AND STATISTICS

Publication Identifiers
ISBN - 9789963222759

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APA
Marin, J. M., de Zea Bermudez, P., Veiga, H., (2018). Data cloning estimation for asymmetric stochastic volatility models . ECOSTA ECONOMETRICS AND STATISTICS, -

IEEE
Marin, J. M., de Zea Bermudez, P., Veiga, H., "Data cloning estimation for asymmetric stochastic volatility models " in ECOSTA ECONOMETRICS AND STATISTICS, , 2018, pp. -, doi:

BIBTEX
@InProceedings{41800, author = {Marin, J. M. and de Zea Bermudez, P. and Veiga, H.}, title = {Data cloning estimation for asymmetric stochastic volatility models }, booktitle = {ECOSTA ECONOMETRICS AND STATISTICS}, year = 2018, pages = {-}, address = {}, publisher = {} }