Validity of discrete-time stochastic volatility models in non-synchronous equity markets
Year of publication: |
2003
|
---|---|
Authors: | Solibakke, Per Bjarte |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 9.2003, 5, p. 420-448
|
Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | Schätzung | Estimation | Theorie | Theory |
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