Department of Economics and Business Economics

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

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

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

See relations at Aarhus University Citationformats

ID: 22882654