Quotation Hosszejni, Darjus, Kastner, Gregor. 2019. Efficient Estimation of the Stochastic Volatility Model with Leverage. Vienna Congress on Mathematical Finance, Vienna, Austria, 09.09.-11.09.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Poster presented at an academic conference or symposium
Language English
Title Efficient Estimation of the Stochastic Volatility Model with Leverage
Event Vienna Congress on Mathematical Finance
Date 09.09.-11.09.
Location Vienna
Country Austria
Year 2019

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People
Hosszejni, Darjus (Details)
Kastner, Gregor (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1105 Computer software (Details)
1162 Statistics (Details)
5323 Econometrics (Details)
5701 Applied statistics (Details)
5707 Time series analysis (Details)
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