Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
Date issued
2019
Journal Title
Journal ISSN
Volume Title
Publisher
Physica-Verlag
Abstract
Description
Subject(s)
Citation
POSPÍŠIL, J., SOBOTKA, T., ZIEGLER, P. Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure. Empirical Economics, 2019, roč. 57, č. 6, s. 1935-1958. ISSN 0377-7332.