State space models with a common stochastic variance
Siem Jan Koopman and Charles S. Bos
| Year of publication: |
2004
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|---|---|
| Authors: | Koopman, Siem Jan ; Bos, Charles S. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 22.2004, 3, p. 346-357
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| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| 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/10002135515