scholarly journals Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility

2003 ◽  
Vol 30 (4) ◽  
pp. 389-412
Author(s):  
D. Feldmann ◽  
W. Härdle ◽  
C. Hafner ◽  
M. Hoffmann ◽  
O. Lepski ◽  
...  
Keyword(s):  
Stochastic Volatility ◽  
Errors In Variables ◽  
Testing Linearity

A non-Gaussian stochastic volatility model

1998 ◽  
Vol 2 (2) ◽  
pp. 33-47 ◽  
Author(s):  
Yuichi Nagahara ◽  
Genshiro Kitagawa
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Volatility Model ◽  
Non Gaussian
Sign in / Sign up

Export Citation Format

Share Document