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A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate

Fornari, Fabio <1964- >

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Titolo

A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate

Nomi

[Autore] Fornari, Fabio <1964- >
[Autore] Mele, Antonio <sec. 20.-21.>

Descrizione

A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate / by Fabio Fornari and Antonio Mele

Descrizione Fisica

68 p. ; 30 cm.

Data

2001

Luogo di pubblicazione

Roma

Paese

ITALIA

Lingua

INGLESE

Fonte

Biblioteche SBN Sardegna

ID

IT\ICCU\UFI\0363910

Link Risorse

http://id.sbn.it/bid/UFI0363910

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A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate

Tag

"War against terrorism" is the new stage of the continuous war wich is waged with econimic, political and military means ..

"War against terrorism" is the new stage of the continuous war wich is waged with econimic, political and military means ..

The impact of news on the exchange rate of the lira and long-term interest rates

Sign- and volatility-switching ARCH models : theory and applications to international stock markets

6: Present simple, adverbs of frequency, asking and felling the time

Against the ravages of time : the preventive conservation of the cultural heritage

The best of Simple Minds

In the city of light : Simple minds live

Commenti