Back to Results
First PageMeta Content
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

Document Date: 2010-06-18 08:46:58

Open Document

File Size: 674,25 KB

Share Result on Facebook

MarketIndex

S&P 500 / /

Organization

Toronto Kyungsub / Option Valuation Geon Ho Choe Kyungsub Lee Department of Mathematical Sciences KAIST / Bachelier Finance Society / World Congress / /

Person

Lee Corr(Xt / /

SocialTag