Stochastic volatility models : conditional normality versus heavy-tailed distributions
Year of publication: |
2000
|
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Authors: | Liesenfeld, Roman ; Jung, Robert |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 15.2000, 2, p. 137-160
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany |
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