Asymmetric Stable Stochastic Volatility Models: Estimation, Filtering, and Forecasting

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper Series
Volume	23-077/III

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title = "Asymmetric Stable Stochastic Volatility Models: Estimation, Filtering, and Forecasting",

author = "Francisco Blasques and Koopman, {Siem Jan} and Karim Moussa",

year = "2023",

language = "English",

volume = "23-077/III",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}

TY - UNPB

T1 - Asymmetric Stable Stochastic Volatility Models: Estimation, Filtering, and Forecasting

AU - Blasques, Francisco

AU - Koopman, Siem Jan

AU - Moussa, Karim

PY - 2023

Y1 - 2023

M3 - Working paper

VL - 23-077/III

T3 - TI Discussion Paper Series

BT - Asymmetric Stable Stochastic Volatility Models: Estimation, Filtering, and Forecasting

PB - Tinbergen Institute

ER -