A Flexible State-Space Model with Application to Stochastic Volatility
Year of publication: |
2016
|
---|---|
Authors: | Gourieroux, Christian |
Other Persons: | Lu, Yang (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zustandsraummodell | State space model | Theorie | Theory |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 21, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2873512 [DOI] |
Classification: | C32 - Time-Series Models ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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