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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computation and estimation in finance and economics"
~person:"Tauchen, George Eugene"
~subject:"Stochastischer Prozess"
~subject:"United States"
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Volatility
Stochastischer Prozess
United States
1927-1987
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Tauchen, George Eugene
Gallant, A. Ronald
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Computation and estimation in finance and economics
Journal of econometrics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
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(
1997
)
1
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pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
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