Stochastic Volatility.
Year of publication: |
1996
|
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Authors: | Ghysels, E. ; Harvey, A. ; Renault, E. |
Institutions: | Département de Sciences Économiques, Université de Montréal |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 68 pages |
Classification: | C00 - Mathematical and Quantitative Methods. General ; G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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