On leverage in a stochastic volatility model
Year of publication: |
2005
|
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Authors: | Yu, Jun |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 127.2005, 2, p. 165-178
|
Subject: | Kapitalstruktur | Capital structure | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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