Size distortion in the analysis of volatility and covolatility effects
Christian Gourieroux and Joann Jasiak
| Year of publication: |
2013
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|---|---|
| Authors: | Gouriéroux, Christian ; Jasiak, Joann |
| Published in: |
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]. - Berlin [u.a.] : Springer, ISBN 3-642-35442-4. - 2013, p. 91-118
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| Subject: | Finanzmathematik | Mathematical finance | Volatilität | Volatility | Risikoprämie | Risk premium | Multivariate Analyse | Multivariate analysis | Theorie | Theory |
| 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/10009711160