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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, 22-29 August 2007, Lisbon, Portugal. (Unpublished)

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Abstract

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

Item Type: Conference or Workshop Item (Paper)
Official URL: http://isi.cbs.nl/
Additional Information: © 2007 Howell Tong
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 30 Apr 2008 09:07
URL: http://eprints.lse.ac.uk/3695/

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