Verfügbarkeit: Modeling Stochastic Volatility with Application to Stock Returns

Modeling Stochastic Volatility with Application to Stock Returns:

A stochastic volatility model where volatility was driven solely by a latent variable called news was estimated for three stock indices. A Markov chain Monte Carlo algorithm was used for estimating Bayesian parameters and filtering volatilities. Volatility persistence being close to one was consiste...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
1. Verfasser:	Krichene, Noureddine (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2003
Schriftenreihe:	IMF Working Papers Working Paper No. 03/125
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	A stochastic volatility model where volatility was driven solely by a latent variable called news was estimated for three stock indices. A Markov chain Monte Carlo algorithm was used for estimating Bayesian parameters and filtering volatilities. Volatility persistence being close to one was consistent with both volatility clustering and mean reversion. Filtering showed highly volatile markets, reflecting frequent pertinent news. Diagnostics showed no model failure, although specification improvements were always possible. The model corroborated stylized findings in volatility modeling and has potential value for market participants in asset pricing and risk management, as well as for policymakers in the design of macroeconomic policies conducive to less volatile financial markets
Beschreibung:	1 Online-Ressource (27 p)
ISBN:	1451854846 9781451854848

Internformat

MARC


LEADER	00000nmm a2200000 cb4500
001	BV048347153
003	DE-604
005	00000000000000.0
007	cr\|uuu---uuuuu
008	220713s2003 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d
020			\|a 1451854846 \|c 15.00 USD \|9 1-451-85484-6
020			\|a 9781451854848 \|c 15.00 USD \|9 978-1-451-85484-8
035			\|a (ZDB-1-IMF)845868772
035			\|a (OCoLC)1337115335
035			\|a (DE-599)BVBBV048347153
040			\|a DE-604 \|b ger
041	0		\|a eng
049			\|a DE-20 \|a DE-824 \|a DE-70 \|a DE-155 \|a DE-29 \|a DE-22 \|a DE-473 \|a DE-1102 \|a DE-703 \|a DE-859 \|a DE-706 \|a DE-384 \|a DE-860 \|a DE-19 \|a DE-739 \|a DE-355 \|a DE-Aug4 \|a DE-1049 \|a DE-12 \|a DE-91
100	1		\|a Krichene, Noureddine \|e Verfasser \|4 aut
245	1	0	\|a Modeling Stochastic Volatility with Application to Stock Returns \|c Krichene, Noureddine
264		1	\|a Washington, D.C \|b International Monetary Fund \|c 2003
300			\|a 1 Online-Ressource (27 p)
336			\|b txt \|2 rdacontent
337			\|b c \|2 rdamedia
338			\|b cr \|2 rdacarrier
490	0		\|a IMF Working Papers \|v Working Paper No. 03/125
520	3		\|a A stochastic volatility model where volatility was driven solely by a latent variable called news was estimated for three stock indices. A Markov chain Monte Carlo algorithm was used for estimating Bayesian parameters and filtering volatilities. Volatility persistence being close to one was consistent with both volatility clustering and mean reversion. Filtering showed highly volatile markets, reflecting frequent pertinent news. Diagnostics showed no model failure, although specification improvements were always possible. The model corroborated stylized findings in volatility modeling and has potential value for market participants in asset pricing and risk management, as well as for policymakers in the design of macroeconomic policies conducive to less volatile financial markets
533			\|a Online-Ausg
856	4	0	\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|x Verlag \|z URL des Erstveröffentlichers \|3 Volltext
912			\|a ZDB-1-IMF
999			\|a oai:aleph.bib-bvb.de:BVB01-033726420
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l UBW01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l UEI01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l LCO01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l SBR01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l UER01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l SBG01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l UBG01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l FAN01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l UBT01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l FKE01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l UBY01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l UBA01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l FLA01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l UBM01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l UPA01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l UBR01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l FHA01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l FNU01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l BSB01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml \|l TUM01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext

Datensatz im Suchindex

_version_	1804184197745606656
adam_txt
any_adam_object
any_adam_object_boolean
author	Krichene, Noureddine
author_facet	Krichene, Noureddine
author_role	aut
author_sort	Krichene, Noureddine
author_variant	n k nk
building	Verbundindex
bvnumber	BV048347153
collection	ZDB-1-IMF
ctrlnum	(ZDB-1-IMF)845868772 (OCoLC)1337115335 (DE-599)BVBBV048347153
format	Electronic eBook
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05156nmm a2200577 cb4500</leader><controlfield tag="001">BV048347153</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr\|uuu---uuuuu</controlfield><controlfield tag="008">220713s2003 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1451854846</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">1-451-85484-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781451854848</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">978-1-451-85484-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-IMF)845868772</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1337115335</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048347153</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-70</subfield><subfield code="a">DE-155</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-22</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Krichene, Noureddine</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Modeling Stochastic Volatility with Application to Stock Returns</subfield><subfield code="c">Krichene, Noureddine</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, D.C</subfield><subfield code="b">International Monetary Fund</subfield><subfield code="c">2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (27 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">IMF Working Papers</subfield><subfield code="v">Working Paper No. 03/125</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">A stochastic volatility model where volatility was driven solely by a latent variable called news was estimated for three stock indices. A Markov chain Monte Carlo algorithm was used for estimating Bayesian parameters and filtering volatilities. Volatility persistence being close to one was consistent with both volatility clustering and mean reversion. Filtering showed highly volatile markets, reflecting frequent pertinent news. Diagnostics showed no model failure, although specification improvements were always possible. The model corroborated stylized findings in volatility modeling and has potential value for market participants in asset pricing and risk management, as well as for policymakers in the design of macroeconomic policies conducive to less volatile financial markets</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Online-Ausg</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-IMF</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033726420</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">UBW01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">UEI01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">LCO01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">SBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">UER01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">SBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">FAN01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">UBA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection>
id	DE-604.BV048347153
illustrated	Not Illustrated
index_date	2024-07-03T20:13:23Z
indexdate	2024-07-10T09:35:31Z
institution	BVB
isbn	1451854846 9781451854848
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-033726420
oclc_num	1337115335
open_access_boolean
owner	DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM
owner_facet	DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM
physical	1 Online-Ressource (27 p)
psigel	ZDB-1-IMF
publishDate	2003
publishDateSearch	2003
publishDateSort	2003
publisher	International Monetary Fund
record_format	marc
series2	IMF Working Papers
spelling	Krichene, Noureddine Verfasser aut Modeling Stochastic Volatility with Application to Stock Returns Krichene, Noureddine Washington, D.C International Monetary Fund 2003 1 Online-Ressource (27 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 03/125 A stochastic volatility model where volatility was driven solely by a latent variable called news was estimated for three stock indices. A Markov chain Monte Carlo algorithm was used for estimating Bayesian parameters and filtering volatilities. Volatility persistence being close to one was consistent with both volatility clustering and mean reversion. Filtering showed highly volatile markets, reflecting frequent pertinent news. Diagnostics showed no model failure, although specification improvements were always possible. The model corroborated stylized findings in volatility modeling and has potential value for market participants in asset pricing and risk management, as well as for policymakers in the design of macroeconomic policies conducive to less volatile financial markets Online-Ausg http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Krichene, Noureddine Modeling Stochastic Volatility with Application to Stock Returns
title	Modeling Stochastic Volatility with Application to Stock Returns
title_auth	Modeling Stochastic Volatility with Application to Stock Returns
title_exact_search	Modeling Stochastic Volatility with Application to Stock Returns
title_exact_search_txtP	Modeling Stochastic Volatility with Application to Stock Returns
title_full	Modeling Stochastic Volatility with Application to Stock Returns Krichene, Noureddine
title_fullStr	Modeling Stochastic Volatility with Application to Stock Returns Krichene, Noureddine
title_full_unstemmed	Modeling Stochastic Volatility with Application to Stock Returns Krichene, Noureddine
title_short	Modeling Stochastic Volatility with Application to Stock Returns
title_sort	modeling stochastic volatility with application to stock returns
url	http://elibrary.imf.org/view/IMF001/04647-9781451854848/04647-9781451854848/04647-9781451854848.xml
work_keys_str_mv	AT krichenenoureddine modelingstochasticvolatilitywithapplicationtostockreturns

Verfügbarkeit

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Volltext öffnen

MARC

Datensatz im Suchindex

Es ist kein Print-Exemplar vorhanden.

Ähnliche Einträge