A Class of Nonlinear Stochastic Volatility Models
Year of publication: |
[2013]
|
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Authors: | Yu, Jun |
Other Persons: | Yang, Zhenlin (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 18, 2002 erstellt |
Other identifiers: | 10.2139/ssrn.307731 [DOI] |
Classification: | G12 - Asset Pricing ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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