Estimation of Stochastic Volatility Models with Diagnostics
Year of publication: |
2008
|
---|---|
Authors: | Gallant, A. Ronald ; Hsieh, David A. ; Tauchen, George |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (42 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1995 erstellt |
Other identifiers: | 10.2139/ssrn.43860 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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