Estimation of an asymmetric stochastic volatility model for asset returns
Andrew C. Harvey ; Neil Shephard
| Year of publication: |
1996
|
|---|---|
| Authors: | Harvey, Andrew C. |
| Other Persons: | Shephard, Neil G. (contributor) |
| 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. 14.1996, 4, p. 429-434
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| Subject: | Schätztheorie | Estimation theory | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Theorie | Theory |
| 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/10001209347