An empirical comparison of stochastic volatility models on stock indices
Chao Lu
| Year of publication: |
2017
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|---|---|
| Authors: | Lu, Chao |
| Published in: |
Waseda business & economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0388-1008, ZDB-ID 876944-8. - Vol. 52.2017, p. 1-16
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| Subject: | Stochastische Volatilität | Stochastic volatility | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Finanzmarktökonometrie | Financial econometrics | Aktienindex | Stock index | Deutschland | Germany |
| 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/10012155217