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

@inbook{0afd8349fe4a41e2837cc350b06efa9a,

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

T1 - Estimation procedure for regime switching stochastic volatility model and its applications

AU - Florescu, Ionut

AU - Levin, Forrest

PY - 2016/4/8

Y1 - 2016/4/8

UR - https://www.scopus.com/pages/publications/85217338216

UR - https://www.scopus.com/pages/publications/85217338216#tab=citedBy

M3 - Chapter

AN - SCOPUS:85217338216

SN - 9781118443989

SP - 107

EP - 136

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

ER -