Testing for a slowly changing level with special reference to stochastic volatility
Andrew Harvey ; Mariane Streibel
| Year of publication: |
1998
|
|---|---|
| Authors: | Harvey, Andrew C. |
| Other Persons: | Streibel, Mariane (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 87.1998, 1, p. 167-189
|
| Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | Theorie | Theory | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom |
| 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/10001248302