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Exploring volatility from a dynamical system perspective

Tong, Howell (2007) Exploring volatility from a dynamical system perspective. In: 56th session of the International Statistical Institute, 2007-08-22 - 2007-08-29, Lisbon, Portugal. (Submitted)

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Invited paper, Session 64 - Stochastic Volatility Modelling: Reflections, Recent Development and the Future.

Item Type: Conference or Workshop Item (Paper)
Official URL:
Additional Information: © 2007 Howell Tong
Divisions: Statistics
Subjects: H Social Sciences > HA Statistics
Date Deposited: 30 Apr 2008 09:07
Last Modified: 15 Sep 2021 23:22

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