The econometrics of stochastic volatility

Andrew C. Harvey and Neil Shephard

Year of publication:	1993
Authors:	Harvey, Andrew C. ; Shephard, Neil G.
Publisher:	London
Subject:	Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Ökonometrie \| Econometrics \| Schätztheorie \| Estimation theory \| Modellierung \| Scientific modelling

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