Browsing Faculté des arts et des sciences by Author "Harvey, Andrew"
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Stochastic Volatility
Ghysels, Eric; Harvey, Andrew; Renault, Éric (Université de Montréal. Département de sciences économiques., 1996)This paper prepared for the Handbook of Statistics (Vol.14: Statistical Methods in Finance), surveys the subject of stochastic volatility. the following subjects are covered: volatility in financial markets (instantaneous volatility of asset returns, ...