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~isPartOf:"Journal of econometrics"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Statistical distribution
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Multiplicative Error Model
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 122-145
Persistent link: https://www.econbiz.de/10011818372
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