Recovering the probability density function of asset prices using garch as diffusion approximations
Year of publication: |
2001
|
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Authors: | Fornari, Fabio ; Mele, Antonio |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 8.2001, 1, p. 83-110
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Subject: | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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