Box-Cox stochastic volatility models with heavy-tails and correlated errors

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)
Original languageEnglish
Pages (from-to)549 - 566
Number of pages18
JournalJournal of Empirical Finance
Volume15
Issue number3
DOIs
Publication statusPublished - 2008

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