Modeling Stochastic Volatility with Application to Stock Returns
Year of publication: |
2003
|
---|---|
Authors: | Krichene, Noureddine |
Other Persons: | Krichene, Noureddine (contributor) |
Publisher: |
Washington, D.C : International Monetary Fund |
Subject: | Volatilität | Volatility | Markov-Kette | Markov chain | Aktienindex | Stock index | Ökonometrisches Modell | Econometric model | Monte-Carlo-Simulation | Monte Carlo simulation | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process |
Extent: | Online-Ressource (27 p) |
---|---|
Series: | IMF working papers. - Washington, DC : IMF, ZDB-ID 2108494-4. - Vol. Working Paper No. 03/125 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 1-4518-5484-6 ; 978-1-4518-5484-8 |
Other identifiers: | 10.5089/9781451854848.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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