Estimation of a structural stochastic volatility model of asset pricing (Q540665): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B25
@@ Property / Mathematics Subject Classification ID: 91B25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C20
@@ Property / Mathematics Subject Classification ID: 65C20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F40
@@ Property / Mathematics Subject Classification ID: 62F40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5903825
@@ Property / zbMATH DE Number: 5903825 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatility
@@ Property / zbMATH Keywords: stochastic volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+method of simulated moments
@@ Property / zbMATH Keywords: method of simulated moments / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+daily returns
@@ Property / zbMATH Keywords: daily returns / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+autocorrelation patterns
@@ Property / zbMATH Keywords: autocorrelation patterns / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fundamentalist and technical trading
@@ Property / zbMATH Keywords: fundamentalist and technical trading / rank @@
+Normal rank

Estimation of a structural stochastic volatility model of asset pricing (Q540665): Difference between revisions

Revision as of 10:08, 1 July 2023

Statements

Identifiers

Sitelinks

Mathematics(0 entries)