Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Year of publication: |
1998
|
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Authors: | Daníelsson, Jón |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 5.1998, 2, p. 155-173
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Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schätzung | Estimation | Aktienindex | Stock index | Wechselkurs | Exchange rate | USA | United States | Japan | 1975-1993 |
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