Estimation of a structural stochastic volatility model of asset pricing (Q540665): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10614-010-9238-7 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1982696788 / rank | |||
Normal rank | |||
Revision as of 19:39, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a structural stochastic volatility model of asset pricing |
scientific article |
Statements
Estimation of a structural stochastic volatility model of asset pricing (English)
0 references
3 June 2011
0 references
stochastic volatility
0 references
method of simulated moments
0 references
daily returns
0 references
autocorrelation patterns
0 references
fundamentalist and technical trading
0 references
