Title of article

SV mixture models with application to S&P 500 index returns

Author/Authors

Garland B. Durham، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2007

Pages

35

From page

822

To page

856

Keywords

stochastic volatility , stock returns , forecasting

Journal title

Journal of Financial Economics

Serial Year

2007

Journal title

Journal of Financial Economics

Record number

257960