Estimation of an asymmetric stochastic volatility model for asset returns
Year of publication: |
1996
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Authors: | Harvey, Andrew C. |
Other Persons: | Shephard, Neil G. (contributor) |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 14.1996, 4, p. 429-434
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Subject: | Schätztheorie | Estimation theory | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Theorie | Theory |
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