Estimation of asymmetric stochastic volatility models for stock-exchange index returns
Year of publication: |
2009
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Authors: | Del Carmen García Centeno, María ; Minguez Salido, Román |
Published in: |
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society. - Dordrecht [u.a.] : Springer, ISSN 1083-0898, ZDB-ID 1383843-X. - Vol. 15.2009, 1, p. 71-87
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Subject: | Börse | Bourse | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | EU-Staaten | EU countries | Asien | Asia | Australien | Australia | Lateinamerika | Latin America |
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