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isPartOf:"Economics letters"
subject:"Probability theory"
~person:"Corré, Nienke"
~person:"Dehay, Dominique"
~subject:"Volatility"
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Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
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2
Testing stationary for stock market data
Dehay, Dominique
- In:
Economics letters
50
(
1996
)
2
,
pp. 205-212
Persistent link: https://www.econbiz.de/10001197579
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