Special issue: Multivariate stochastic volatility
Esfandiar Maasoumi (ed.)
| Alternative title: | Multivariate stochastic volatility |
|---|---|
| Year of publication: |
2006
|
| Other Persons: | Maasoumi, Esfandiar (contributor) |
| Publisher: |
Philadelphia : Taylor & Francis |
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory |
| Extent: | S. 139 - 473 graph. Darst. |
|---|---|
| Series: | Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 25.2006,2/3 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Enth. 13 Beitr. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003355822