Estimating the Wishart Affine Stochastic Correlation Model Using the Empirical Characteristic Function
Year of publication: |
[2017]
|
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Authors: | Da Fonseca, José |
Other Persons: | Grasselli, Martino (contributor) ; Ielpo, Florian (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (47 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 13, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1054721 [DOI] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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