Estimation of a stochastic-volatility jump-diffusion model
Year of publication: |
2000
|
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Authors: | Craine, Roger N. ; Lochstoer, Lars A. ; Syrtveit, Knut |
Published in: |
Revista de análisis económico. - Santiago, ISSN 0716-5927, ZDB-ID 1131528-3. - Vol. 15.2000, 1, p. 61-87
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Theorie | Theory |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zsfassung in span. Sprache In: Revista de análisis económico |
Source: | ECONIS - Online Catalogue of the ZBW |
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