A Stochastic Volatility Model with Leverage Effect and Regime Switching
| Author | : Hong Jiang |
| Publisher | : |
| Total Pages | : 125 |
| Release | : 2014 |
| ISBN-10 | : OCLC:915142800 |
| ISBN-13 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis A Stochastic Volatility Model with Leverage Effect and Regime Switching by : Hong Jiang
Download or read book A Stochastic Volatility Model with Leverage Effect and Regime Switching written by Hong Jiang and published by . This book was released on 2014 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt:
