HETEROGENEITY IN RISK PREFERENCES LEADS TO STOCHASTIC VOLATILITY (Q4686503)
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scientific article; zbMATH DE number 6950459
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | HETEROGENEITY IN RISK PREFERENCES LEADS TO STOCHASTIC VOLATILITY |
scientific article; zbMATH DE number 6950459 |
Statements
HETEROGENEITY IN RISK PREFERENCES LEADS TO STOCHASTIC VOLATILITY (English)
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10 October 2018
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stochastic volatility
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state-dependent volatility
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heterogeneity
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0.89568126
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0.8744496
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0.8715035
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0.8706901
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0.86826885
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0.86452407
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0.8617721
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0.85931414
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