Stochastic Volatility

Eric Ghysels (), Andrew Harvey and Eric Renault

Working Papers from Toulouse - GREMAQ

Keywords: ECONOMETRICS; STATISTICS; FINANCIAL MARKET (search for similar items in EconPapers)
JEL-codes: C10 C11 C19 G10 (search for similar items in EconPapers)
Pages: 98 pages
Date: 1995
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Citations: View citations in EconPapers (113)

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Related works:
Working Paper: Stochastic Volatility (1996)
Working Paper: Stochastic Volatility (1996)
Working Paper: Stochastic Volatility (1995)
Working Paper: Stochastic Volatility (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:gremaq:95.400

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