Structural stochastic volatility in asset pricing dynamics: Estimation and model contest

Franke, ReinerReinerFrankeWesterhoff, Frank H.Frank H.Westerhoff0000-0003-1666-41032019-09-192013-01-2820120165-1889https://fis.uni-bamberg.de/handle/uniba/1015engStructural stochastic volatility in asset pricing dynamics: Estimation and model contestarticlehttp://www.sciencedirect.com/science/article/pii/S0165188912000802