Weak convergence and distributional assumptions for a general class of nonlinear ARCH models
Year of publication: |
1997
|
---|---|
Authors: | Fornari, Fabio |
Other Persons: | Mele, Antonio (contributor) |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 16.1997, 2, p. 205-227
|
Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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