An empirical application of a two-factor model of stochastic volatility
Alexandr Kuchynka
| Year of publication: |
2008
|
|---|---|
| Authors: | Kuchynka, Alexandr |
| Published in: |
Prague economic papers : quarterly journal of economic theory and policy. - Prague : Oeconomica Publ, ISSN 1210-0455, ZDB-ID 11124453. - Vol. 17.2008, 3, p. 243-253
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009874348