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Estimation of a structural stochastic volatility model of asset pricing
Franke, Reiner; Westerhoff, Frank H. (2011): Estimation of a structural stochastic volatility model of asset pricing, in: Computational Economics, Jg. 38, S. 53–83.
Faculty/Chair:
Author:
Title of the Journal:
Computational Economics
ISSN:
0927-7099
Year of publication:
2011
Volume:
38
Pages:
Language:
English
Type:
Article
Activation date:
April 30, 2014
Permalink
https://fis.uni-bamberg.de/handle/uniba/5538