Estimation of a structural stochastic volatility model of asset pricing (Q540665)
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scientific article; zbMATH DE number 5903825
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation of a structural stochastic volatility model of asset pricing |
scientific article; zbMATH DE number 5903825 |
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Estimation of a structural stochastic volatility model of asset pricing (English)
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3 June 2011
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stochastic volatility
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method of simulated moments
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daily returns
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autocorrelation patterns
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fundamentalist and technical trading
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0.8721944093704224
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0.7936681509017944
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0.7931118607521057
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0.7643244862556458
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0.7587732672691345
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