Estimation procedure for regime switching stochastic volatility model and its applications

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Handbook of High-Frequency Trading and Modeling in Finance
Pages	107-136
Number of pages	30
ISBN (Electronic)	9781118593486
State	Published - 8 Apr 2016

Cite this

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title = "Estimation procedure for regime switching stochastic volatility model and its applications",

author = "Ionut Florescu and Forrest Levin",

year = "2016",

month = apr,

day = "8",

language = "English",

isbn = "9781118443989",

pages = "107--136",

booktitle = "Handbook of High-Frequency Trading and Modeling in Finance",

}

TY - CHAP

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AU - Florescu, Ionut

AU - Levin, Forrest

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SN - 9781118443989

SP - 107

EP - 136

BT - Handbook of High-Frequency Trading and Modeling in Finance

ER -