Structural stochastic volatility in asset pricing dynamics: Estimation and model contest




Faculty/Professorship: Economic Policy  
Author(s): Franke, Reiner; Westerhoff, Frank H.  
Title of the Journal: Journal of economic dynamics & control
ISSN: 0165-1889
Publisher Information: Amsterdam [u.a.] : Elsevier
Year of publication: 2012
Volume: 36
Issue: 8
Pages: 1193-1211 ; Diagramme
Language(s): English
URL: http://www.sciencedirect.com/science/article/pi...
Type: Article
URI: https://fis.uni-bamberg.de/handle/uniba/1015
Year of publication: 28. January 2013