Myung Suk Kim, Suojin Wang. On the applicability of stochastic volatility models. Computational Statistics & Data Analysis, 51(4):2210-2217, 2006. [doi]
@article{KimW06,
title = {On the applicability of stochastic volatility models},
author = {Myung Suk Kim and Suojin Wang},
year = {2006},
doi = {10.1016/j.csda.2006.08.002},
url = {http://dx.doi.org/10.1016/j.csda.2006.08.002},
tags = {meta-model, Meta-Environment},
researchr = {https://researchr.org/publication/KimW06},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {51},
number = {4},
pages = {2210-2217},
}