European University Institute Library

Estimating stochastic volatility models, a new approach based on ARMA representations

Type

Label

Estimating stochastic volatility models, a new approach based on ARMA representations

Language

eng

Index

no index present

Literary Form

non fiction

Main title

Estimating stochastic volatility models

Oclc number

535470956

Series statement

Documents de travail du CREST, 2000-47

Sub title

a new approach based on ARMA representations

Contributor

Creator

Francq, C

Content

text

Is Part Of

Documents de travail du CREST, 2000-47

Mapped to

535470956

Incoming Resources

Has instance
1
- Estimating stochastic volatility models, a new approach based on ARMA representations

Outgoing Resources

Contributor
2
- Zakoian, J. M
- Centre de recherche en économie et statistique (Paris, France)
Creator
1
- Francq, C
Content
1
- text
Is Part Of
1
- Documents de travail du CREST, 2000-47
Mapped to
1
- 535470956