Exploring volatility from a dynamical system perspective

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

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