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isPartOf:"Econometric reviews"
subject:"Volatilität"
~person:"Louhichi, Waël"
~person:"Martinet, Guillaume Gaetan"
~subject:"Kapitaleinkommen"
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Volatilität
Kapitaleinkommen
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Louhichi, Waël
Martinet, Guillaume Gaetan
McAleer, Michael
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Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
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On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
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