An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil
Minqiang Li
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Minqiang |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 22.2013, p. 128-139
|
| Subject: | Volatility indices | Continuous-time dynamics | Maximum likelihood estimation | Parametric specification test | Volatilität | Volatility | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009768415