Modeling stochastic volatility with application to stock returns

An edition of Modeling stochastic volatility with application to stock returns (2003)

Modeling Stochastic Volatility with Application to Stock Returns

By Noureddine Krichene

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Publish Date

2003

Publisher

International Monetary Fund

Language

eng

Pages

Description:

subjects: Econometric models, Time-series analysis, Prices, Stocks, Rate of return, Estimation theory