Continuous time Wishart process for stochastic risk
Year of publication: |
2006
|
---|---|
Authors: | Gouriéroux, Christian |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 25.2006, 2/3, p. 177-217
|
Subject: | Volatilität | Volatility | Risiko | Risk | Stochastischer Prozess | Stochastic process | Multivariate Analyse | Multivariate analysis | CAPM | Theorie | Theory |
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