Work

Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes

Year: 2003

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/s0378-4371(02)01903-9

Authors: A.Christian Silva, Victor M. Yakovenko

Institution: University of Maryland, College Park

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2073250302

FWCI: 5.658

Cites: 3

Cited by: 70

Related to: 10