Quotation Dockner, Engelbert, Dorffner, Georg, Miazhynskaia, Tatiana. 2011. Nonlinear versus non-Gaussian volatility models: An empirical analysis across different markets.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title Nonlinear versus non-Gaussian volatility models: An empirical analysis across different markets
Year 2011

Associations

People
Dockner, Engelbert (Details)
External
Dorffner, Georg
Miazhynskaia, Tatiana
Organization
Institute for Finance, Banking and Insurance IN (Details)
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