Multivariate stochastic volatility
Jón Daniélsson
| Year of publication: |
1995
|
|---|---|
| Authors: | Daníelsson, Jón |
| Publisher: |
Amsterdam [u.a.] |
| Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Schätzung | Estimation | US-Dollar | US dollar | Deutschland | Germany | Japan |
| Extent: | 35 S |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.], ISSN 0929-0834, ZDB-ID 1336423-6. TRACE discussion papers / Tinbergen Institute ; 95,160 : International and development economics |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000913125