A stochastic variance model for absolute returns (Q5894558)
From MaRDI portal
scientific article; zbMATH DE number 983552
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic variance model for absolute returns |
scientific article; zbMATH DE number 983552 |
Statements
A stochastic variance model for absolute returns (English)
0 references
27 February 1997
0 references
