Volatility Components, Affine Restrictions and Non-Normal Innovations
Year of publication: |
[2008]
|
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Authors: | Christoffersen, Peter |
Other Persons: | Dorion, Christian (contributor) ; Jacobs, Kris (contributor) ; Wang, Yintian (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 24, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1129230 [DOI] |
Classification: | C22 - Time-Series Models ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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