Bayesian range-based estimation of stochastic volatility models
Michael W. Brandt, Christopher S. Jones
| Year of publication: |
2005
|
|---|---|
| Authors: | Brandt, Michael W. ; Jones, Christopher S. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 2.2005, 4, p. 201-209
|
| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | CAPM |
| 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://ebvufind01.dmz1.zbw.eu/10003219463