Efficient estimation of a multivariate multiplicative volatility model :: Christian Hafner :: Suntory Centre 2009 :: OBNB, the Open British National Bibliography

Publication Data

Title Efficient estimation of a multivariate multiplicative volatility model
Author Christian Hafner
Contributors Oliver B. Linton, Suntory Centre
Publisher Suntory Centre
Publication date 2009
Publication location London
Language English

Descriptive Notes

Title from p.1 of PDF file (viewed on 20 Dec., 2010).
DP no.: EM 2009 451.
"October 2009."

Topics

Stocks :: Mathematical models
Estimation theory :: Asymptotic theory
Asymptotic expansions
England

Catalogue Data

OBNB ID GBB100073
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.632201519287

ISBD

P1053 52 p.
P1042 Includes bibliographical references.

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Efficient estimation of a multivariate multiplicative volatility model by Christian Hafner. Published by Suntory Centre in 2009. Publication and catalogue information, links to buy online and reader comments.