Alternative Asymmetric Stochastic Volatility Models
Year of publication: |
2009
|
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Authors: | Asai, Manabu ; McAleer, Michael |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätzung | Estimation | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 30, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1464329 [DOI] |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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