A new non-linear GARCH model

Gustaf E. Hagerud

Year of publication:	1997
Authors:	Hagerud, Gustaf E.
Institutions:	Ekonomiska forskningsinstitutet <Stockholm> (contributor)
Publisher:	Stockholm : EFI
Subject:	CAPM \| Volatilität \| Volatility \| Börsenkurs \| Share price \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Heteroskedastizitätsanalyse

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