Stochastic volatility models: Conditional normality versus heavy tailed distributions
Year of publication: |
1997
|
---|---|
Authors: | Liesenfeld, Roman ; Jung, Robert C. |
Publisher: |
Tübingen : Eberhard Karls Universität Tübingen, Wirtschaftswissenschaftliche Fakultät |
Subject: | Kapitaleinkommen | Aktienmarkt | Volatilität | Stochastischer Prozess | Schätzung | Theorie | Deutschland |
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