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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Jacobs, Kris"
~subject:"Option pricing theory"
~subject:"Stochastic process"
~subject:"Theorie"
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Jacobs, Kris
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Volatility components, affine restrictions, and nonnormal innovations
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 483-502
Persistent link: https://www.econbiz.de/10008736151
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