Hosszejni, Darjus, Kastner, Gregor. 2018. Efficient Estimation of the Stochastic Volatility Model with Leverage. International Conference on Computational and Financial Econometrics, Pisa, Italy, 14.12.-16.12.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Efficient Estimation of the Stochastic Volatility Model with Leverage |
| Event | International Conference on Computational and Financial Econometrics |
| Year | 2018 |
| Date | 14.12.-16.12. |
| Country | Italy |
| Location | Pisa |
Associations
- People
- Hosszejni, Darjus (Details)
- Kastner, Gregor (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1105 Computer software (Details)
- 1162 Statistics (Details)
- 5323 Econometrics (Details)
- 5701 Applied statistics (Details)
- 5707 Time series analysis (Details)