Analysing movements in investor's risk aversion using the Heston volatility model
Alexie Alupoaiei; Andrei Hrebenciuc; Ana-Maria Săndicǎ
| Year of publication: |
2013
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|---|---|
| Authors: | Alupoaiei, Alexie ; Hrebenciuc, Andrei ; Săndicǎ, Ana-Maria |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 26409707. - Vol. 20.2013, 3, p. 121-134
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010118768