Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects.
| Year of publication: |
1994
|
|---|---|
| Authors: | Ghysels, E. ; Jasiak, J. |
| Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
| Subject: | RISK | CONTRACTS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005729630