Random coefficient volatility models (Q2483427): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.spl.2007.09.019 / rank
 
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Latest revision as of 22:24, 27 June 2024

scientific article
Language Label Description Also known as
English
Random coefficient volatility models
scientific article

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    title
    Random coefficient volatility models (English)
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    author
    A. Thavaneswaran
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    M. Shelton Peiris
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    S. S. Appadoo
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    publication date
    28 April 2008
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    Mathematics Subject Classification ID
    62P05
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    62M10
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    91B28
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    91B84
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    zbMATH DE Number
    5268486
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    zbMATH Keywords
    stochastic volatility
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    random coefficient
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    kurtosis
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    sign-switching
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    OpenAlex ID
    W2061784209
    0 references
     
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