Efficient Estimation of the Stochastic Volatility Model with Leverage

Activity: Talk or presentation › Science to science

Period14 Dec 2018 → 16 Dec 2018
Event titleInternational Conference on Computational and Financial Econometrics
Event typeUnkonwn
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101026 Time series analysis
  • 502025 Econometrics
  • 101018 Statistics
  • 102022 Software development

Documents & Links

  • cfe2018

    File: application/pdf, 366 KB

    Type: Text

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