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language:"nor"
~isPartOf:"Journal of econometrics"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~language:"bos"
~language:"eng"
~language:"hun"
~language:"pol"
~language:"rus"
~language:"zho"
~person:"Aït-Sahalia, Yacine"
~person:"Cerovecki, Clément"
~person:"Todorov, Viktor"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Estimation
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Schätzung
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Volatility
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Capital income
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Journal of econometrics
Labour economics : official journal of the European Association of Labour Economists
Journal of financial economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
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