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  1. A dynamic leverage stochastic volatility model
    Author: Nguyen, Hoang; Trong-Nghia Nguyen; Minh-Ngoc Tran
    Published: [2021]
    Publisher:  Örebro University School of Business, Örebro, Sweden

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 776
    Inter-library loan:
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/244588
    Series: Array ; 2021, 14
    Subjects: Dynamic leverage; GAS; stochastic volatility (SV)
    Scope: 1 Online-Ressource (circa 15 Seiten), Illustrationen