A semiparametric stochastic volatility model
Year of publication: |
2012
|
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Authors: | Yu, Jun |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 167.2012, 2, p. 473-482
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Subject: | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
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