Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Jón Daníelsson
| Year of publication: |
1998
|
|---|---|
| Authors: | Daníelsson, Jón |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 5.1998, 2, p. 155-173
|
| Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schätzung | Estimation | Aktienindex | Stock index | Wechselkurs | Exchange rate | USA | United States | Japan | 1975-1993 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of empirical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001374884