Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by the same user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.csda.2008.08.024 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CSDA.2008.08.024 / rank | |||
Normal rank | |||
Latest revision as of 10:08, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model |
scientific article |
Statements
Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (English)
0 references
30 March 2010
0 references
0 references
0 references
0 references
