Work

Stochastic Volatility Models: Conditional Normality Versus Heavy-Tailed Distributions

Year: 1997

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.41549

Authors: Roman Liesenfeld, Robert C. Jung

Institutions: University of Cologne, University of Hohenheim

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1845976929

Cites: 29

Cited by: 30

Related to: 10