Relating stochastic volatility estimation methods

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

LanguageEnglish
Title of host publicationRelating stochastic volatility estimation methods
EditorsL. Bauwens, C.M. Hafner, S. Laurent
Place of PublicationNew York
PublisherWiley
Pages147-174
Publication statusPublished - 2012

Cite this

Bos, C. S. (2012). Relating stochastic volatility estimation methods. In L. Bauwens, C. M. Hafner, & S. Laurent (Eds.), Relating stochastic volatility estimation methods (pp. 147-174). New York: Wiley.
Bos, C.S. / Relating stochastic volatility estimation methods. Relating stochastic volatility estimation methods. editor / L. Bauwens ; C.M. Hafner ; S. Laurent. New York : Wiley, 2012. pp. 147-174
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Bos, CS 2012, Relating stochastic volatility estimation methods. in L Bauwens, CM Hafner & S Laurent (eds), Relating stochastic volatility estimation methods. Wiley, New York, pp. 147-174.

Relating stochastic volatility estimation methods. / Bos, C.S.

Relating stochastic volatility estimation methods. ed. / L. Bauwens; C.M. Hafner; S. Laurent. New York : Wiley, 2012. p. 147-174.

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

TY - CHAP

T1 - Relating stochastic volatility estimation methods

AU - Bos, C.S.

PY - 2012

Y1 - 2012

M3 - Chapter

SP - 147

EP - 174

BT - Relating stochastic volatility estimation methods

A2 - Bauwens, L.

A2 - Hafner, C.M.

A2 - Laurent, S.

PB - Wiley

CY - New York

ER -

Bos CS. Relating stochastic volatility estimation methods. In Bauwens L, Hafner CM, Laurent S, editors, Relating stochastic volatility estimation methods. New York: Wiley. 2012. p. 147-174