Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Frankfurt am Main
1999
|
| Schriftenreihe: | Universität <Frankfurt, Main>
38 |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008768644&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | 35 Bl.: graph. Darst. |
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Datensatz im Suchindex
| _version_ | 1819378985812885504 |
|---|---|
| adam_text | Michael Belledin / Christian Schlag
An Empirical Comparison of Alternative
Stochastic Volatility Models
No.38
June 1999
Current Version: June 1, 1999
ISSN 1434 3401
Department of Economics and Business Administration
Goethe University
D 60054 Frankfurt am Main
Germany
Phone: ++49 (69) 798 22674
Fax: ++49 (69) 798 22788
E mail: belledinffiwiwi,uni frankfurt.deT schlag@wiwi.uni frankfiirt.de
The authors thank Hermann Göppl at the University of Karlsruhe for his support in providing
the data for this study.
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| spellingShingle | Belledin, Michael Schlag, Christian 1963- An empirical comparison of alternative stochastic volatility models |
| title | An empirical comparison of alternative stochastic volatility models |
| title_auth | An empirical comparison of alternative stochastic volatility models |
| title_exact_search | An empirical comparison of alternative stochastic volatility models |
| title_full | An empirical comparison of alternative stochastic volatility models Michael Belledin ; Christian Schlag |
| title_fullStr | An empirical comparison of alternative stochastic volatility models Michael Belledin ; Christian Schlag |
| title_full_unstemmed | An empirical comparison of alternative stochastic volatility models Michael Belledin ; Christian Schlag |
| title_short | An empirical comparison of alternative stochastic volatility models |
| title_sort | an empirical comparison of alternative stochastic volatility models |
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