An edition of Modeling stochastic volatility with application to stock returns (2003)

Modeling stochastic volatility with application to stock returns

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Modeling stochastic volatility with applicati ...
Noureddine Krichene
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Last edited by WorkBot
December 15, 2009 | History
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An edition of Modeling stochastic volatility with application to stock returns (2003)

Modeling stochastic volatility with application to stock returns

by

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  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
International Monetary Fund, African Department
Language
English
Pages
28

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Subjects
Econometric models, Time-series analysis, Prices, Stocks, Rate of return, Estimation theory

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Edition Availability
Cover of: Modeling Stochastic Volatility with Application to Stock Returns
Modeling Stochastic Volatility with Application to Stock Returns
2003, International Monetary Fund
in English
Libraries near you: WorldCat
Cover of: Modeling stochastic volatility with application to stock returns
Modeling stochastic volatility with application to stock returns
2003, International Monetary Fund, African Department
in English
  • Not in Library
Cover of: Modeling Stochastic Volatility with Application to Stock Returns
Modeling Stochastic Volatility with Application to Stock Returns
2003, International Monetary Fund
in English
Libraries near you: WorldCat
Cover of: Modeling Stochastic Volatility with Application to Stock Returns
Modeling Stochastic Volatility with Application to Stock Returns
2003, International Monetary Fund
in English
Libraries near you: WorldCat

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Book Details

Edition Notes

Cover title.

"June 2003"--P. [1].

Includes bibliographical references (p. 26-28).

Also available on the World Wide Web.

Published in
[Washington, D.C.]
Series
IMF working paper -- WP/03/125
Genre
Econometric models.

The Physical Object

Pagination
28 p. :
Number of pages
28

ID Numbers

Open Library
OL21062735M

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 15, 2009 Edited by WorkBot link works
October 31, 2008 Created by ImportBot Imported from University of Toronto MARC record