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person:"Shephard, Neil G."
~isPartOf:"Mathematical finance"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~subject:"Volatility"
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Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
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[Rezension von: Stochastic volatility, selected readings, ed. by Neil Shephard]
Cavaliere, Giuseppe
- In:
The economic journal : the journal of the Royal …
116
(
2006
),
pp. 306-325
Persistent link: https://www.econbiz.de/10003333926
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