An empirical application of stochastic volatility models
Year of publication: |
1998
|
---|---|
Authors: | Mahieu, Ronald J. |
Other Persons: | Schotman, Peter C. (contributor) |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 13.1998, 4, p. 333-359
|
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory | Theorie | Theory |
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