GARCH parameter estimation using high-frequency data
Year of publication: |
2011
|
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Authors: | Visser, Marcel P. |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 9.2011, 1, p. 162-197
|
Subject: | Schätzung | Estimation | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income |
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