An Empirical Comparison of Two Stochastic Volatility Models using Indian Market Data
| Year of publication: |
2013
|
|---|---|
| Authors: | Iyer, Srikanth K. ; Nanda, Seema ; Kumar, Swapnil |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 14318441. - Vol. 20.2013, 3, p. 243-259
|