A stochastic volatility model specification with diagnostics for thinly traded equity markets
Per Bjarte Solibakke
| Year of publication: |
2001
|
|---|---|
| Authors: | Solibakke, Per Bjarte |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 11.2001, 4/5, p. 385-406
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Norwegen | Norway | Momentenmethode | Method of moments |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 404 - 406 In: Journal of multinational financial management |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001612561