The Analysis of Real Data Using a Multiscale Stochastic Volatility Model
Year of publication: |
2013
|
---|---|
Authors: | Fatone, Lorella ; Mariani, Francesca ; Recchioni, Maria Cristina ; Zirilli, Francesco |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Blackwell, ISSN 1354-7798, ZDB-ID 12353784. - Vol. 19.2013, 1, p. 153-179
|
Saved in:
Saved in favorites
Similar items by person
-
Fatone, Lorella, (2009)
-
The analysis of real data using a stochastic dynamical system able to model spiky prices
Fatone, Lorella, (2012)
-
The analysis of real data using a multiscale stochastic volatility model
Fatone, Lorella, (2013)
- More ...