Non-Stationary Stochastic Volatility Model for Dynamic Feedback and Skewness

Author:

Mukhoti Sujay

Publisher

Elsevier BV

Reference31 articles.

1. The generalized hyperbolic skew Student's t-distribution;K Aas;Journal of Financial Econometrics,2006

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4. Deviance Information Criterion for Comparing Stochastic Volatility Models;A Berg;Journal of Business and Economic Statistics,2004

5. Modelling S&P100 Volatility: The Information Content of Stock Returns;B Blair;Journal of Banking and Finance,2001

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