Location & Availability for: Estimating stochastic volatility diffusi

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Estimating stochastic volatility diffusion using conditional moments of integrated volatility [electronic resource] /

Tim Bollerslev and Hao Zhou.

Book Cover
Main Author: Bollerslev, Tim
Other Names: Zhou, Hao.
Published: Washington, D.C. : Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, [2001]
Series: Finance and economics discussion series ; 2001-49.
Topics: Foreign exchange rates - Econometric models.
Genres: Electronic books.
Online Access: HathiTrust Digital Library
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Location & Availability for: Estimating stochastic volatility diffusi