A New Class of Stochastic Volatility Models with Jumps : Theory and Estimation
Year of publication: |
[2012]
|
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Authors: | Chernov, Mikhail |
Other Persons: | Gallant, A. Ronald (contributor) ; Ghysels, Eric (contributor) ; Tauchen, George (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 13, 1999 erstellt |
Other identifiers: | 10.2139/ssrn.189628 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C14 - Semiparametric and Nonparametric Methods ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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