Browsing by Subject stochastic volatility
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| 6-Jun-2002 | NEW FRONTIERS FOR ARCH MODELS | Engle, Robert |
| 2-Mar-2002 | Regime-Switching and the Estimation of Multifractal Processes | Calvet, Laurent; Fisher, Adlai |
Showing results 1 to 2 of 2