Maximally autocorrelated power transformations : a closer look at the properties of stochastic volatility models
Year of publication: |
2012
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Authors: | Ruiz, Esther ; Pérez, Ana |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 16.2012, 3, p. 1-31
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Subject: | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Autokorrelation | Autocorrelation |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/1558-3708.1880 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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