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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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Título

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

Nombres

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

Descripción

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

Descripción física

68 p. ; 30 cm.

Fecha

2001

Lugar de publicacion

Roma

Aldea

ITALIA

Lengua

INGLESE

Fuente

Biblioteche SBN Sardegna

IT\ICCU\UFI\0363910

Enlaces de recursos

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

Etiqueta

"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

Comentario