Estimation of asymmetric stochastic volatility models for stock-exchange index returns
María Del Carmen García Centeno; Román Minguez Salido
| Year of publication: |
2009
|
|---|---|
| Authors: | Del Carmen García Centeno, María ; Minguez Salido, Román |
| Published in: |
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society. - Dordrecht [u.a.] : Springer, ISSN 1083-0898, ZDB-ID 1383843-X. - Vol. 15.2009, 1, p. 71-87
|
| Subject: | Börsenhandel | Stock exchange trading | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | EU-Staaten | EU countries | Asien | Asia | Australien | Australia | Lateinamerika | Latin America |
| 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/10003813391