Maximum Likelihood Estimation and Dynamic Asset Allocation with Non-Affine Volatility Processes
Year of publication: |
[2009]
|
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Authors: | Chourdakis, Kyriakos |
Other Persons: | Dotsis, George (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1136049 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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