A common jump factor stochastic volatility model (2015)
Source: Finance Research Letters. Unidade: FEARP
Subjects: ANÁLISE ESTOCÁSTICA, CÂMBIO (ECONOMIA), ANÁLISE MULTIVARIADA, MERCADO FINANCEIRO, CRISE FINANCEIRA
ABNT
LAURINI, Marcio Poletti e MAUAD, Roberto Baltieri. A common jump factor stochastic volatility model. Finance Research Letters, v. 12, p. 2-10, 2015Tradução . . Disponível em: https://doi.org/10.1016/j.frl.2014.12.009. Acesso em: 17 set. 2024.APA
Laurini, M. P., & Mauad, R. B. (2015). A common jump factor stochastic volatility model. Finance Research Letters, 12, 2-10. doi:10.1016/j.frl.2014.12.009NLM
Laurini MP, Mauad RB. A common jump factor stochastic volatility model [Internet]. Finance Research Letters. 2015 ; 12 2-10.[citado 2024 set. 17 ] Available from: https://doi.org/10.1016/j.frl.2014.12.009Vancouver
Laurini MP, Mauad RB. A common jump factor stochastic volatility model [Internet]. Finance Research Letters. 2015 ; 12 2-10.[citado 2024 set. 17 ] Available from: https://doi.org/10.1016/j.frl.2014.12.009