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Publications in Scientific Journals:

F. Hubalek, P. Posedel:
"Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models";
Quantitative Finance, 11 (2011), 6; 917 - 932.



"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1080/14697680903547907



Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)


Created from the Publication Database of the Vienna University of Technology.