Narrow search
Showing 1 - 2 of 2
Cover Image
Forecasting interest rates volatilities by GARCH (1,1) and stochastic volatility models
Boscher, Hans; Fronk, Eva-Maria; Pigeot, Iris - In: Statistical papers 41 (2000) 4, pp. 409-422
Persistent link: https://www.econbiz.de/10001523628
Cover Image
Estimation of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans - In: Econometrics in theory and practice : Festschrift for …, (pp. 189-203). 1998
Persistent link: https://www.econbiz.de/10001301445