Stochastic volatility model under a discrete mixture-of-normal specification
Dinghai Xu; John Knight
| Year of publication: |
2013
|
|---|---|
| Authors: | Xu, Dinghai ; Knight, John L. |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 37.2013, 2, p. 216-239
|
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
| 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/10009750360