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Modeling stochastic volatility with application to stock returns

Modeling stochastic volatility with application to stock returns2003

Noureddine Krichene

Details

First published
2003
OL Work ID
OL12460356W

Subjects

Econometric modelsTime-series analysisPricesStocksRate of returnEstimation theory

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Book data from Open Library. Cover images courtesy of Open Library.