A stochastic volatility model with conditional skewness
Bruno Feunou; Roméo Tédongap
| Year of publication: |
2012
|
|---|---|
| Authors: | Feunou, Bruno ; Tédongap, Roméo |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 30.2012, 4, p. 576-591
|
| Subject: | Volatilität | Volatility | Theorie | Theory | Wertpapierhandel | Securities trading | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009667026