Max Stolwerk

Additional Metadata
Keywords	Stochastic volatility; volatility forecasting; leverage effect; volatility feedback effect; state space models; Bellman filter; CSIR
Thesis Advisor	Lange, R
Persistent URL	hdl.handle.net/2105/65849
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Stolwerk, M. (2022). Max Stolwerk. In Econometrie.http://hdl.handle.net/2105/65849

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