Quotation Dockner, Engelbert, Dorffner, Georg, Schittenkopf, Christian. 2000. Nonlinear versus non-gaussian volatility models.


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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
Year 2000

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