Probabilistic properties of stochastic volatility models
Richard A. Davis and Thomas Mikosch
| Year of publication: |
2009
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|---|---|
| Authors: | Davis, Richard A. ; Mikosch, Thomas |
| Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 255-267
|
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003833954