Asymptotic theory for the sample autocorrelataion and the extremes of stochastic volatility models
Research output: Book/Report › Ph.D. thesis › Research
| Original language | English |
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| Publisher | Museum Tusculanum |
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| Number of pages | 109 |
| ISBN (Print) | 978-87-91927-94-2 |
| Publication status | Published - 2008 |
ID: 21596494