The memory of stochastic volatility models :: P. M. Robinson :: Suntory and Toyota International Centres for Economics and Related Disciplines 2001 :: OBNB, the Open British National Bibliography

Publication Data

Title The memory of stochastic volatility models
Author P. M. Robinson
Contributor Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher Suntory and Toyota International Centres for Economics and Related Disciplines
Publication date 2001
Publication location London
Language English

Topics

Econometrics
Gaussian processes
Time-series analysis

Catalogue Data

OBNB ID GBA125289
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 30 p.
P1042 Includes bibliographical references.

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The memory of stochastic volatility models by P. M. Robinson. Published by Suntory and Toyota International Centres for Economics and Related Disciplines in 2001. Publication and catalogue information, links to buy online and reader comments.