Multi-factor stochastic volatility models : a comparison to heavy-tailed or higher-order autoregressive volatility models
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Multi-factor stochastic volatility models : a comparison to heavy-tailed or higher-order autoregressive volatility models
(COE discussion paper series, no. 33)
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University, 2004
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"21世紀COEプログラム「金融市場のミクロ構造と制度設計」, 東京都立大学"--At end
Duplication of contents: 15 leaves, 2 leaves of plates
Includes bibliographical references