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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Data cloning estimation for asymmetric stochastic volatility models

Participants in the publication
P. de Zea Bermudez (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações
J. Miguel Marín (Author)
Helena Veiga (Author)

Scope
International

Refereeing
Yes

Date of Publication
2020-06-10

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Econometric Reviews

Publication Identifiers
ISSN - 0747-4938

Publisher
Informa UK Limited

Volume
39
Number
10

Number of pages
17
Starting page
1057
Last page
1074

Document Identifiers
DOI - https://doi.org/10.1080/07474938.2020.1770997
URL - http://dx.doi.org/10.1080/07474938.2020.1770997

Rankings
SCIMAGO Q2 (2019) - 0.87 - Economics and econometrics
Web Of Science Q2 (2019) - 0.933 - Econometrics
SCOPUS Q2 (2019) - 2.4 - Economics and Econometrics


Export

APA
P. de Zea Bermudez, J. Miguel Marín, Helena Veiga, (2020). Data cloning estimation for asymmetric stochastic volatility models. Econometric Reviews, 39, 1057-1074. ISSN 0747-4938. eISSN . http://dx.doi.org/10.1080/07474938.2020.1770997

IEEE
P. de Zea Bermudez, J. Miguel Marín, Helena Veiga, "Data cloning estimation for asymmetric stochastic volatility models" in Econometric Reviews, vol. 39, pp. 1057-1074, 2020. 10.1080/07474938.2020.1770997

BIBTEX
@article{47849, author = {P. de Zea Bermudez and J. Miguel Marín and Helena Veiga}, title = {Data cloning estimation for asymmetric stochastic volatility models}, journal = {Econometric Reviews}, year = 2020, pages = {1057-1074}, volume = 39 }