Dynamic factor models for the volatility surface
Michel van der Wel, Sait R. Ozturk and Dick van Dijk (Erasmus University Rotterdam, Erasmus School of Economics, Rotterdam, the Netherlands)
| Year of publication: |
2016
|
|---|---|
| Authors: | Wel, Michel van der ; Ozturk, Sait R. ; Dijk, Dick van |
| Published in: |
Dynamic factor models. - Bingley : Emerald, ISBN 978-1-78560-353-2. - 2016, p. 127-174
|
| Subject: | Volatilität | Volatility | Theorie | Theory | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011448659