Ordinal- and continuous-response stochastic volatility models for price changes : an empirical comparison
Claudia Czado, Gernot Müller and Thi-Ngoc-Giau Nguyen
| Year of publication: |
2010
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|---|---|
| Authors: | Czado, Claudia ; Müller, Gernot ; Nguyen, Thi-Ngoc-Giau |
| Published in: |
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir. - Heidelberg : Physica-Verl., ISBN 978-3-7908-2412-4. - 2010, p. 301-320
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Qualitative Methode | Qualitative method | Vergleich | Comparison | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003964492