GARCH Intensity Models for Asset Price and Their Application to Option Valuation Geon Ho Choe Kyungsub Lee

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Date: 2010-06-18 08:46:58 Time series analysis XT Volatility clustering Correlation and dependence Economics Statistics Autoregressive conditional heteroskedasticity Econometrics		GARCH Intensity Models for Asset Price and Their Application to Option Valuation Geon Ho Choe Kyungsub Lee Add to Reading List Source URL: www.fields.utoronto.ca Download Document from Source Website File Size: 674,25 KB Share Document on Facebook