Stochastic volatility models with persistent latent factors : theory and its applications to asset prices /

Bibliographic Details

Main Author:	Lee, Hyoung Il, 1971-
Other Authors:	Park, Joon Y. (Thesis advisor)
Format:	Thesis eBook
Language:	English
Published:	[College Station, Tex.] : [Texas A&M University], [2008]
Subjects:	Major economics. Stochastic Volatility Models
Online Access:	Link to OAK Trust copy