Exploring volatility from a dynamical system perspective
Tong, Howell
(2007)
Exploring volatility from a dynamical system perspective.
In: 56th session of the International Statistical Institute, 2007-08-22 - 2007-08-29, Lisbon,Portugal,PRT.
(Submitted)
Invited paper, Session 64 - Stochastic Volatility Modelling: Reflections, Recent Development and the Future.
| Item Type | Conference or Workshop Item (Paper) |
|---|---|
| Departments | Statistics |
| Date Deposited | 30 Apr 2008 09:07 |
| URI | https://researchonline.lse.ac.uk/id/eprint/3695 |