Title:

Data Cloning Estimation for Asymmetric Stochastic Volatility Models

Authors:

P. de Zea Bermudez (U Lisboa)
J. Miguel Marin (U Lisboa, U Carlos III)
Helena Veiga (U Carlos III, ISCTE - Instituto Universitário de Lisboa)

Journal:

Econometric Reviews

Year:

2020

Volume:

39

Number:

10

Pages:

1057-1074

DOI:

10.1080/07474938.2020.1770997