Todorov, V. & Tauchen, G. (2004). Simulation methods for Levy-driven CARMA stochastic volatility models, Working paper, Department of Economics, Duke University. available from: www.econ.duke.edu/~get/.  Home/Search Document Not in Database Summary Related Articles Check |
This paper is cited in the following contexts:
Multivariate Fractionally Integrated CARMA Processes - Marquardt (2006) (Correct)
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Todorov, V. & Tauchen, G. (2004). Simulation methods for Levy-driven CARMA stochastic volatility models, Working paper, Department of Economics, Duke University. available from: www.econ.duke.edu/~get/.
Lévy-Driven and Fractionally Integrated ARMA.. - Brockwell, Marquardt (Correct)
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Todorov, Viktor and George Tauchen (2004). Simulation methods for L'evydriven CARMA stochastic volatility models, Duke University Working Papers, http://www.econ.duke.edu/ get/wpapers/.
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