Nonlinear Properties of Multifactor Financial Models
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References listed on IDEAS
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More about this item
KeywordsGeneralized Geometric Brownian Motion; Heteroskedasticity; Scale Mixture of Normal Distributions; Research Methods/ Statistical Methods; C31; C44; G12;
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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