Gamma stochastic volatility models
Bovas Abraham, N. Balakrishna and Ranjini Sivakumar
| Year of publication: |
2006
|
|---|---|
| Authors: | Abraham, Bovas ; Balakrishna, N. ; Sivakumar, Ranjini |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 25.2006, 3, p. 153-171
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| 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/10003318072