Indirect inference for stochastic volatility models via the log-squared observations
by G. Dhaene
| Year of publication: |
2004
|
|---|---|
| Authors: | Dhaene, Geert |
| Published in: |
Tijdschrift voor economie en management. - Leuven : Katholieke Universiteit, ISSN 0772-7674, ZDB-ID 860333-9. - Vol. 49.2004, 3, p. 421-440
|
| Subject: | Brüssel | Brussels | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Aktienindex | Stock index | Statistische Verteilung | Statistical distribution |
| 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://ebvufind01.dmz1.zbw.eu/10002506691