The econometrics of stochastic volatility
Andrew C. Harvey and Neil Shephard
| Year of publication: |
1993
|
|---|---|
| Authors: | Harvey, Andrew C. ; Shephard, Neil G. |
| Publisher: |
London |
| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Ökonometrie | Econometrics | Schätztheorie | Estimation theory | Modellierung | Scientific modelling |
| Extent: | 25 S |
|---|---|
| Series: | Discussion paper series / LSE Financial Markets Group. - London, ISSN 0956-8549, ZDB-ID 2202548-0. - Vol. 166 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000865088