مرکز منطقه ای اطلاع رساني علوم و فناوري - SV mixture models with application to S&P 500 index returns

Title of article :

SV mixture models with application to S&P 500 index returns

Author/Authors :

Garland B. Durham، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

822

To page :

856

Keywords :

stochastic volatility , stock returns , forecasting

Journal title :

Journal of Financial Economics

Serial Year :

2007

Journal title :

Journal of Financial Economics

Record number :

257960

Link To Document :