Modeling stochastic volatility with application to stock returns /
Noureddine Krichene

Description

Main Author: Krichene, Noureddine
Related Names: International Monetary Fund. African Dept
Language(s): English
Published: [Washington, D.C.] : International Monetary Fund, c2003
Subjects: Estimation theory
Time-series analysis > Time-series analysis / Econometric models
Rate of return > Rate of return / Econometric models
Stocks > Stocks / Prices > Stocks / Prices / Econometric models
Physical Description: 28 p. : ill. ; 28 cm
Locate a Print Version: Find in a library

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