Estimation of stochastic volatility models with diagnostics
A. Ronald Gallant ; David Hsieh ; George Tauchen
| Year of publication: |
1997
|
|---|---|
| Authors: | Gallant, A. Ronald |
| Other Persons: | Hsieh, David A. (contributor) ; Tauchen, George Eugene (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 81.1997, 1, p. 159-192
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| Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001336798