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~institution:"Nuffield College"
~institution:"Universidad de Buenos Aires / Carrera de Economía"
~subject:"Konferenz"
~subject:"Volatilität"
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06.11.1995
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23.06.1997
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Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
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Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
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3
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
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Trabajos presentados en las primeras Jornadas de Investigación en Economía
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Desarrollo económico : revista de ciencias sociales
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(
1996
)
Persistent link: https://www.econbiz.de/10001202482
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Trabajos presentados en las segundas Jornadas de Investigación en Economía
1998
Persistent link: https://www.econbiz.de/10001256099
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