Beyong stochastic volatility and jumps in returns and volatility
Garland Durham; Yang-ho Park
| Year of publication: |
2013
|
|---|---|
| Authors: | Durham, Garland ; Park, Yang-ho |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 31.2013, 1, p. 107-121
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| 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/10009715069