Modeling stochastic volatility with application to stock returns
By: Noureddine Krichene.
Contributors: International Monetary Fund. African Dept.
Series: IMF working paper -- WP/03/125
Publisher: International Monetary Fund, African Department
Published: 2003
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 28
Subjects: Stocks -- Prices -- Econometric models.; Rate of return -- Econometric models.; Time-series analysis -- Econometric models.; Estimation theory.
Genres: Econometric models.
Notes: Cover title.

"June 2003"--P. [1].

Includes bibliographical references (p. 26-28).

Also available on the World Wide Web.