%0 Journal Article %1 Asai2008 %A Asai, Manabu %D 2008 %J Journal of Empirical Finance %K Autoregression %N 2 %P 332--341 %T Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models %U http://www.sciencedirect.com/science/article/B6VFG-4NTBFH3-3/1/2e6975aaf6092f2b604c125aefd21c1e %V 15

@article{Asai2008, added-at = {2008-04-23T22:05:04.000+0200}, author = {Asai, Manabu}, biburl = {https://www.bibsonomy.org/bibtex/2dcb867291f601045fafdcd8bc6892ba8/smicha}, interhash = {8ed2ecf9f3fc2d0d814fbf7f80d0d633}, intrahash = {dcb867291f601045fafdcd8bc6892ba8}, journal = {Journal of Empirical Finance}, keywords = {Autoregression}, month = Mar, number = 2, pages = {332--341}, timestamp = {2008-04-23T22:06:47.000+0200}, title = {Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models}, url = {http://www.sciencedirect.com/science/article/B6VFG-4NTBFH3-3/1/2e6975aaf6092f2b604c125aefd21c1e}, volume = 15, year = 2008 }