Stochastic Volatility: Univeriate and Multivariate Extensions.
| Year of publication: |
1995
|
|---|---|
| Authors: | Jacquier, E. ; Polson, N.G. ; Rossi, P. |
| Institutions: | Rodney L. White Center for Financial Research, Wharton School of Business |
| Subject: | TIME SERIES | ECONOMIC MODELS | STOCHASTIC PROCESSES |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 33 pages |
| Classification: | C22 - Time-Series Models ; C31 - Cross-Sectional Models; Spatial Models |
| Source: |
Persistent link: https://www.econbiz.de/10005245206