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Approximating volatility diffusions with cev-arch models

Mele, Antonio (2006) Approximating volatility diffusions with cev-arch models. Journal of Economic Dynamics and Control, 30 (6). pp. 931-966. ISSN 0165-1889

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Identification Number: 10.1016/j.jedc.2005.03.008
Item Type: Article
Official URL:
Additional Information: © 2005 Elsevier
Divisions: Financial Markets Group
Subjects: H Social Sciences > HB Economic Theory
Sets: Research centres and groups > Financial Markets Group (FMG)
Collections > Economists Online
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Date Deposited: 18 Jul 2008 10:45
Last Modified: 20 Jan 2020 03:22

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