1. Estimating stochastic volatility models through indirect inference
Title | Estimating stochastic volatility models through indirect inference |
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Author info | Chiara Monfardini |
Author | Monfardini Chiara |
Issue data | San Domenico (FI) : European University Institute , 1996. - 27 s. |
Edition | EUI Working paper ECO , No. 96/22 |
Document kind | working papers |
Language | English |
Country of Edition | Italy |
systematics | 519.86 - Teória ekonomicko-matematických modelov |
Keywords | modelovanie ekonometrické * metóda Monte Carlo * modely ekonomicko-matematické |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 778537 |