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    • Further empirical evidence on stochastic volatility models with jumps in returns 

      González Urteaga, Ana Upna (Elsevier España, S.L., 2012)   Artículo / Artikulua  OpenAccess
      Using the Efficient Method of Moments we estimate a continuous time diffusion for the stochastic volatility of some international stock market indices that allows for possible jumps in returns. These jumps are needed for ...