Work

Estimating Diffusion Models of Stochastic Volatility

Year: 1996

Type: book-chapter

Source: Elsevier eBooks

DOI: 10.1016/b978-012598275-7.50012-0

Authors: Robert F. Engle, Gary G.J. Lee

Institution: University of California San Diego

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2505771282

FWCI: 8.997

Cites: 39

Cited by: 38

Related to: 10