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~isPartOf:"Economics discussion papers"
~person:"Andersen, Torben"
~person:"Medeiros, Marcelo C."
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
~type_genre:"Working Paper"
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Andersen, Torben
Medeiros, Marcelo C.
Shephard, Neil G.
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Barndorff-Nielsen, Ole E.
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Economics discussion papers
Working paper / National Bureau of Economic Research, Inc.
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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CREATES research paper
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Stochastic
volatility
: origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
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