A degeneracy in the analysis of volatility and covolatility effects
C. Gouriéroux; J. Jasiak
| Year of publication: |
19 Dec. 2006
|
|---|---|
| Authors: | Gouriéroux, Christian ; Jasiak, Joann |
| Publisher: |
[Paris] |
| Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | 37 S. graph. Darst. |
|---|---|
| Series: | Série des documents de travail / Centre de Recherche en Économie et Statistique. - [S.l.], ZDB-ID 2422449-2. - Vol. 2006,30 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.crest.fr/doctravail/document/2006-30.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003468054