Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method
| Year of publication: |
2002
|
|---|---|
| Authors: | Knight, John L. ; Satchell, Stephen E. ; Yu, Jun |
| Published in: |
Australian & New Zealand Journal of Statistics. - Australian Statistical Publishing Association Inc.. - Vol. 44.2002, 3, p. 319-335
|
| Publisher: |
Australian Statistical Publishing Association Inc. |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005177182