Stochastic Volatility.
| Year of publication: |
1995
|
|---|---|
| Authors: | Ghysels, E. ; Harvey, A. ; Renault, E. |
| Institutions: | Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE) |
| Subject: | ECONOMETRICS | STATISTICS | FINANCIAL MARKET |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 98 pages |
| Classification: | C10 - Econometric and Statistical Methods: General. General ; C11 - Bayesian Analysis ; C19 - Econometric and Statistical Methods: General. Other ; G10 - General Financial Markets. General |
| Source: |
Persistent link: https://www.econbiz.de/10005780427