• Title of article

    Estimation and empirical performance of Hestonʹs stochastic volatility model: the case of a thinly traded market

  • Author/Authors

    Gabriele Fiorentini، نويسنده , , Angel Le?n، نويسنده , , Gonzalo Rubio، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 2002
  • Pages
    31
  • From page
    225
  • To page
    255
  • Keywords
    Stochastic , Volatility , skewness , Kurtosis , pricing
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    2002
  • Journal title
    Journal of Empirical Finance
  • Record number

    130712

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130712