The correlation dimension of returns with stochastic volatility
| Year of publication: |
2003-08-01
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|---|---|
| Authors: | Diks, Cees |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Financial Time Series | Stochastic Volatility | Correlation Integrals |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 180 |
| Classification: | C10 - Econometric and Statistical Methods: General. General ; C51 - Model Construction and Estimation |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005706798