Estimation of a structural stochastic volatility model of asset pricing
Reiner Franke; Frank Westerhoff
| Year of publication: |
2011
|
|---|---|
| Authors: | Franke, Reiner ; Westerhoff, Frank H. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 38.2011, 1, p. 53-83
|
| Subject: | Theorie | Theory | CAPM | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
| 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/10009237000