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Modelling conditional heteroskedasticity : application to the "IBEX-35" stock-return index
León Valle, Ángel Manuel; Mora, Juan - In: Spanish economic review : SER 1 (1999) 3, pp. 215-238
Persistent link: https://www.econbiz.de/10001463551
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Smiling under stochastic volatility
León Valle, Ángel Manuel; Rubio, Gonzalo - In: Spanish economic review : SER 6 (2004) 1, pp. 52-75
Persistent link: https://www.econbiz.de/10001969217
Cover Image
Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index
Leon, Angel; Mora, Juan - In: Spanish economic review : SER 1 (1999) 3, pp. 215-238
Persistent link: https://www.econbiz.de/10008048923
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Smiling under stochastic volatility
León, Ángel; Rubio, Gonzalo - In: Spanish economic review : SER 6 (2004) 1, pp. 53-76
Persistent link: https://www.econbiz.de/10008047665