Parameter estimation and practical aspects of modeling stochastic volatility
Year of publication: |
2009
|
---|---|
Authors: | Jungbacker, Borus ; Koopman, Siem Jan |
Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 313-344
|
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Schätztheorie | Estimation theory |
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