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subject:"Volatilität"
~isPartOf:"Journal of emerging market finance"
~person:"Engle, Robert F."
~person:"Rodriguez, Gabriel"
~person:"Xuan Vinh Vo"
~subject:"Stochastischer Prozess"
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Engle, Robert F.
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Journal of emerging market finance
Documento de trabajo
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International review of economics & finance : IREF
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Discussion paper / Department of Economics, University of California San Diego
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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Stochastic volatility in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Journal of emerging market finance
17
(
2018
)
3
,
pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
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