Open AccessStochastic Volatility in General Equilibrium
Author(s) -
George Tauchen
Publication year - 2011
Publication title -
quarterly journal of finance
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.95
H-Index - 19
eISSN - 2010-1392
pISSN - 2010-1406
DOI - 10.1142/s2010139211000237
Subject(s) - volatility (finance) , economics , econometrics , stochastic volatility , volatility swap , volatility risk premium , volatility smile , forward volatility , stock (firearms) , financial economics , implied volatility , mechanical engineering , engineering
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