A Stochastic Volatility Model with Fat Tails, Skewness and Leverage Effects
Year of publication: |
[2007]
|
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Authors: | Smith, Daniel R. |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 25, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1078625 [DOI] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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