Mele, Antonio (2006) Approximating volatility diffusions with cev-arch models. Journal of Economic Dynamics and Control, 30 (6). pp. 931-966. ISSN 0165-1889
Full text not available from this repository.
Identification Number: 10.1016/j.jedc.2005.03.008
| Item Type: | Article |
|---|---|
| Official URL: | http://www.sciencedirect.com/science/journal/01651... |
| Additional Information: | © 2005 Elsevier |
| Divisions: | Financial Markets Group STICERD |
| Subjects: | H Social Sciences > HB Economic Theory |
| Date Deposited: | 18 Jul 2008 10:45 |
| Last Modified: | 13 Sep 2024 22:05 |
| URI: | http://eprints.lse.ac.uk/id/eprint/19585 |
Actions (login required)
 |
View Item |
