Stochastic Volatility Models based on OU-Gamma Time Change:...

  • Main
  • 2016 / 01
  • Stochastic Volatility Models based on OU-Gamma Time Change:...
Journal of Business and Economic Statistics 2016 / 01

Stochastic Volatility Models based on OU-Gamma Time Change: Theory and Estimation

James, Lancelot F., Müller, Gernot, Zhang, Zhiyuan
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2015.1133427
Date:
January, 2016
File:
PDF, 718 KB
english, 2016
Conversion to is in progress
Conversion to is failed