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Estimation of Asymmetric Stochastic Volatility Models for Stock-Exchange Index Returns

✍ Scribed by María del Carmen García Centeno; Román Mínguez Salido

Publisher: Springer US
Year: 2008
Tongue: English
Weight: 277 KB
Volume: 15
Category: Article
ISSN: 1083-0898
DOI: 10.1007/s11294-008-9191-6

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