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2002-07-04Buch DOI: 10.18452/3507
Statistical inference for time-inhomogeneous volatility models
dc.contributor.authorMercurio, Danilo
dc.contributor.authorSpokoiny, Vladimir
dc.date.accessioned2017-06-15T21:13:05Z
dc.date.available2017-06-15T21:13:05Z
dc.date.created2005-10-10
dc.date.issued2002-07-04
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4159
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectadaptive estimationeng
dc.subjectlocal homogeneityeng
dc.subjectstochastic volatility modeleng
dc.subject.ddc330 Wirtschaft
dc.titleStatistical inference for time-inhomogeneous volatility models
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10049197
dc.identifier.doihttp://dx.doi.org/10.18452/3507
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages25
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2002
local.edoc.container-issue61
local.edoc.container-year2002
local.edoc.container-erstkatid2135319-0

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