A review of stochastic volatility processes: Properties and implications

Journal of Risk Finance

Volumn 4, Issue 3, 2003, Pages 43-59

  Psychoyios, Dimitris ^a   Skiadopoulos, George ^a,b,c   Alexakis, Panayotis ^d  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

^b UNIVERSITY OF PIRAEUS   (Greece)

^c UNIVERSITY OF WARWICK   (United Kingdom)

^d UNIVERSITY OF ATHENS   (Greece)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 29844450780     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/eb022965     Document Type: Article

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