[Rezension von: Stochastic volatility, selected readings, ed. by Neil Shephard]
Year of publication: |
2006
|
---|---|
Authors: | Cavaliere, Giuseppe |
Other Persons: | Shephard, Neil G. (reviewed) |
Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford : Oxford University Press, ISSN 1468-0297, ZDB-ID 3025-9. - Vol. 116.2006, p. 306-325
|
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
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