Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Year of publication: |
1994
|
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Authors: | Sola, Martin ; Timmermann, Allan |
Publisher: |
London |
Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
Extent: | 23 S. : graph. Darst |
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Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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