Semi-parametric comparison of stochastic volatility models using realized measures
Valentina Corradi and Walter Distaso
| Year of publication: |
2006
|
|---|---|
| Authors: | Corradi, Valentina ; Distaso, Walter |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 73.2006, 3, p. 635-667
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics |
| 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/10003342934