Essays in Asset Pricing under Stochastic Volatility
博士 === 國立臺灣大學 === 國際企業學研究所 === 95 === THESIS ABSTRACT Stochastic volatility models have enjoyed an excellent reputation both theoretically and practically since introduced in the early 1990s. Lots of empirical studies provide evidence that the volatility of the price return is stochastic. The signif...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78818056006227672043 |