Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
zuerst erschienen im BERG-Verlag, 2011
- Bibliographic citation
-
BERG working paper series ; 78
- Classification
-
Wirtschaft
- Keyword
-
Börsenkurs
Volatilität
Stochastischer Prozess
Herdenverhalten
Diskrete Entscheidung
Aktienmarkt
Agentenbasierte Modellierung
Momentenmethode
Simulation
Theorie
Kreditmarkt ; Stochastisches Modell ; Online-Publikation
Börsenkurs
Volatilität
Stochastischer Prozess
Herdenverhalten
Diskrete Entscheidung
Aktienmarkt
Agent
Momentenproblem
Computersimulation
Simulation
- Event
-
Veröffentlichung
- (where)
-
Bamberg
- (who)
-
Otto-Friedrich-Universität Bamberg
- (when)
-
2011
- Creator
- URN
-
urn:nbn:de:bvb:473-opus4-31929
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:50 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Franke, Reiner
- Westerhoff, Frank H.
- Otto-Friedrich-Universität Bamberg
Time of origin
- 2011
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Estimating the volatility of asset pricing factors
Estimating the volatility of asset pricing factors
Essays on asset pricing and volatility derivatives
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Realized return volatility, asset pricing, and risk management
Volatility Asset Pricing Model as an Alternative Approach?
The memory of stock return volatility: Asset pricing implications
Four Generations of Asset Pricing Models and Volatility Dynamics
Pricing options on variance in affine stochastic volatility models