An empirical application of stochastic volatility models

Ronald J. Mahieu and Peter C. Schotman

Year of publication:	1998
Authors:	Mahieu, Ronald J.
Other Persons:	Schotman, Peter C. (contributor)
Published in:	Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 13.1998, 4, p. 333-359
Subject:	Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Wechselkurs \| Exchange rate \| Schätztheorie \| Estimation theory \| Theorie \| Theory

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