Testing for a slowly changing level with special reference to stochastic volatility
by Andrew Harvey and Mariane Streibel
| Year of publication: |
1996
|
|---|---|
| Authors: | Harvey, Andrew C. ; Streibel, Mariane |
| Publisher: |
London |
| Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Schätzung | Estimation | Wechselkurs | Exchange rate | Großbritannien | United Kingdom |
| Extent: | 42 S. : graph. Darst |
|---|---|
| Series: | Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines. - London : LSE, ISSN 0969-4390, ZDB-ID 2185062-8. - Vol. 306 Suntory and Toyota International Centres for Economics and Related Disciplines ; 306 : Econometrics |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000934056