Autoregressive stochastic volatility models with heavy-tailed distributions : a comparison with multifactor volatility models
Manabu Asai
| Year of publication: |
2008
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|---|---|
| Authors: | Asai, Manabu |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 2, p. 332-341
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| Subject: | Autokorrelation | Autocorrelation | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| 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/10003699171