Time-Varying Mixture Multiplicative Error Models for Implied Volatility
Year of publication: |
2011
|
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Authors: | Ahoniemi, Katja ; Lanne, Markku |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Japan | Theorie | Theory | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Deutschland | Germany | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 17, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1176203 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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