Estimation of a structural stochastic volatility model of asset pricing




Professorship/Faculty: Lehrstuhl für Volkswirtschaftslehre, insbesondere Wirtschaftspolitik 
Author(s): Franke, Reiner; Westerhoff, Frank H.  
Title of the Journal: Computational Economics
ISSN: 0927-7099
Year of publication: 2011
Volume: 38
Pages / Size: 53-83
Language(s): English
Document Type: Article
URI: https://fis.uni-bamberg.de/handle/uniba/5538
Release date: 30. April 2014