Random coefficient volatility models (Q2483427)

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Random coefficient volatility models
scientific article

    Statements

    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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    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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    Identifiers

    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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