Estimating stochastic volatility models through indirect inference
Chiara Monfardini
| Year of publication: |
1996
|
|---|---|
| Authors: | Monfardini, Chiara |
| Publisher: |
Badia Fiesolana, San Domenico (FI) : European Univ. Inst., Economics Dep. |
| Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility |
| Extent: | 27 S. |
|---|---|
| Series: | EUI working paper / ECO. - San Domenico : EUI, ZDB-ID 1385859-2. - Vol. 96,22 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 25 - 27 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013420090