The Fiction of Full BEKK
Year of publication: |
2017
|
---|---|
Authors: | Chang, Chia-Lin |
Other Persons: | McAleer, Michael (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
Extent: | 1 Online-Ressource (10 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 30, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2995461 [DOI] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A simple test for causality in volatility
Chang, Chia-Lin, (2016)
-
A simple test for causality in volatility
Chang, Chia-ling, (2017)
-
On the invertibility of EGARCH
Martinet, Guillaume Gaetan, (2014)
- More ...
-
Chang, Chia-Lin, (2014)
-
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
Chang, Chia-Lin, (2014)
-
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
Chang, Chia-Lin, (2014)
- More ...