Showing 1 - 10 of 193
Persistent link: https://www.econbiz.de/10001470372
Persistent link: https://www.econbiz.de/10000780952
Persistent link: https://www.econbiz.de/10001115947
Let a process SI , ... ,ST obey the conditionally heteroskedastic equation St = Vt Et whcrc Et is a random noise and Vt is the volatility coefficient which in turn obeys an autoregression type equation log v t = w + a S t- l + nt with an additional noise nt. We consider the situation which the...
Persistent link: https://www.econbiz.de/10009582392
Persistent link: https://www.econbiz.de/10013260294
Persistent link: https://www.econbiz.de/10001509372
Persistent link: https://www.econbiz.de/10001470204
Persistent link: https://www.econbiz.de/10001486714
Persistent link: https://www.econbiz.de/10001491962
Persistent link: https://www.econbiz.de/10000834352