Language selection

Search


A stochastic volatility model with conditional skewness / by Bruno Feunou, Roméo Tédongap.FB3-2/111-20E-PDF

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.571973&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleA stochastic volatility model with conditional skewness / by Bruno Feunou, Roméo Tédongap.
Series title
  • Bank of Canada working paper 1701-9397 2011-20
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • (Résumé en français)
Publishing information
  • Ottawa - Ontario : Bank of Canada October 2011.
Description38p.figs., graphs, references, tables
ISSN1701-9397
Catalogue number
  • FB3-2/111-20E-PDF
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.

Page details