Estimating stochastic volatility models through indirect inference
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
San Domenico (FI)
European University Institute
1996
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| Series: | EUI Working paper ECO
No. 96/22 |
| Subjects: | |
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MARC
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| 041 | 0 | |a eng | |
| 044 | |a IT | ||
| 245 | 1 | 0 | |a Estimating stochastic volatility models through indirect inference |c Chiara Monfardini |
| 264 | 1 | |a San Domenico (FI) |b European University Institute |c 1996 | |
| 300 | |a 27 s. | ||
| 490 | 1 | |a EUI Working paper ECO |v No. 96/22 | |
| 830 | 0 | |a EUI Working paper ECO |v No. 96/22 | |
| 610 | 2 | 0 | |a modelovanie ekonometrické |
| 610 | 2 | 0 | |a metóda Monte Carlo |
| 610 | 2 | 0 | |a modely ekonomicko-matematické |
| 100 | 1 | |a Monfardini, Chiara | |