Stochastic volatility driven by large shocks
George Kapetanios and Elias Tzavalis
| Year of publication: |
Sept. 2006
|
|---|---|
| Other Persons: | Kapetanios, George (contributor) ; Tzavalis, Elias (contributor) |
| Publisher: |
London : Queen Mary, Univ. of London, Dep. of Economics |
| Subject: | Stochastischer Prozess | Stochastic process | Schock | Shock | Volatilität | Volatility | Theorie | Theory | Konjunktur | Business cycle |
| Extent: | Online-Ressource, 25 S., Text graph. Darst. |
|---|---|
| Series: | Working paper. - London : [Verlag nicht ermittelbar], ISSN 1473-0278, ZDB-ID 2128344-8. - Vol. 568 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/62849 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003370484