A simple regime-switching model for stochastic volatilities
Norbert Christopeit; Axel Cron
| Year of publication: |
1997
|
|---|---|
| Authors: | Christopeit, Norbert |
| Other Persons: | Cron, Axel (contributor) |
| Publisher: |
Bonn : Sonderforschungsbereich 303 |
| Subject: | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Wechselkurs | Exchange rate | Frankreich | France | Großbritannien | United Kingdom | Italien | Italy | USA | United States |
| Extent: | 28 S |
|---|---|
| Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. - Vol. No. 406 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000982947