Skip to main navigation
Skip to search
Skip to main content
Central Michigan University Home
Home
Profiles
Research Units
Core Facilities & Equipment
Grants
Research, Presentations & Patents
Honors & Awards
Activities
Press / Media
Search by expertise, name or affiliation
Third Year Paper Prize
Xiao, Lin Lan (Recipient)
Economics
Prize
:
Honorary award
Description
The title of paper is: "Estimation of Discrete-Time Stochastic Volatility Models Using Realized Volatility"
Awarded date
Jan 1 2006
Degree of recognition
International
Granting Organizations
University of Western Ontairo
Fingerprint
Volatility
100%
Paper
50%
Statistical Inference
25%
Stochastics
25%
Time
25%
Awards
25%
Stochastic Volatility Model
25%
Discrete Time
25%
Estimation
25%