Econometric analysis of jump-driven stochastic volatility models
Year of publication: |
2010
|
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Authors: | Todorov, Viktor |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 1, p. 12-21
|
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Ökonometrie | Econometrics |
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