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Search: subject:"Multiple Latent Factors"
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Model Comparison
1
Multiple Latent Factors
1
Stochastic Volatility Model
1
Volatility Spillovers
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Ai-ru (Meg) Cheng
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Cheung, Yin-Wong
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Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
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Working Papers / Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
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Return, Trading Volume, and Market Depth in Currency Futures Markets
Ai-ru (Meg) Cheng
;
Cheung, Yin-Wong
-
Hong Kong Institute for Monetary Research (HKIMR), …
-
2008
We use a class of stochastic volatility models with
multiple
latent
factors
to investigate the joint dynamics of return …
Persistent link: https://www.econbiz.de/10005357479
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