Estimating diffusion models of stochastic volatility
Year of publication: |
1995
|
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Authors: | Engle, Robert F. ; Lee, Gary G. J. |
Publisher: |
San Diego |
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Innovationsdiffusion | Innovation diffusion | Markov-Kette | Markov chain |
Extent: | 34 S |
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Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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