Open AccessA Scientific Classification of Volatility Models
Author(s) -
Massimiliano Caporin,
Michael McAleer
Publication year - 2008
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1314231
Subject(s) - volatility (finance) , econometrics , stochastic volatility , financial economics , economics , computer science
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