Asymptotic theory for the sample autocorrelataion and the extremes of stochastic volatility models
Publikation: Bog/antologi/afhandling/rapport › Ph.d.-afhandling › Forskning
Originalsprog | Engelsk |
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Forlag | Museum Tusculanum |
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Antal sider | 109 |
ISBN (Trykt) | 978-87-91927-94-2 |
Status | Udgivet - 2008 |
ID: 21596494