TY  - JOUR 
AU  - Marmol, Francesc
AU  - Pérez Espartero, Ana
AU  - Reboredo Nogueira, Juan Carlos
AU  - Ediciones Universidad de Valladolid
PY  - 2008
SN  - 0213-7569
UR  - http://uvadoc.uva.es/handle/10324/19810
AB  - We provide a computationally e±cient method, based on Harvey (1998) proposal, to estimate the underlying volatility of asset returns using the Long-Memory Stochastic Volatility (LMSV ) model. The performance of our procedure is illustrated with an...
LA  - spa
KW  - Economía política
KW  - Economía de empresa
TI  - A computationally efficient method for obtaining smoothed volatilities in long-memory stochastic volatility models
ER  -