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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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Nature

Monografia

Titre

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

Des noms

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

Description

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

Description physique

68 p. ; 30 cm.

Date

2001

Place de publication

Roma

Village

ITALIA

Langue

INGLESE

Source

Biblioteche SBN Sardegna

IT\ICCU\UFI\0363910

Liens de ressources

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

Étiqueter

"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 ..

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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

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In the city of light : Simple minds live

commentaires