Efficient Estimation of the Stochastic Volatility Model with Leverage

Activity: Talk or presentationScience to science

Period14 Dec 201816 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