Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects.
| Data(s) |
24/01/2008
24/01/2008
1994
|
|---|---|
| Formato |
1408298 bytes application/pdf |
| Identificador |
Ghysels, E. et Jasiak, J., «Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects.», Cahier de recherche #9403, Département de sciences économiques, Université de Montréal, 1994, 35 pages. |
| Relação |
Cahier de recherche #9403 |
| Palavras-Chave | #RISK #CONTRACTS |
| Tipo |
Article |
