Department of Economics and Business Economics

Stylized facts of financial time series and three popular models of volatility

Research output: Research - peer-reviewJournal article

  • School of Economics and Management
Udgivelsesdato: 2010
Original languageEnglish
JournalEuropean Journal of Pure and Applied Mathematics
Issue number3
Pages (from-to)443-477
StatePublished - 2010

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ID: 22882654