Structural stability tests with unknown breakpoint for the efficient method of moments with application to stochastic volatility models
Year of publication: |
1998
|
---|---|
Authors: | Sluis, Pieter J. van der |
Publisher: |
Rotterdam [u.a.] |
Subject: | Volatilität | Volatility | Gleichgewichtstheorie | Equilibrium theory | Theorie | Theory |
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