A scientific classification of volatility models
Massimiliano Caporin; Michael McAleer
| Year of publication: |
2010
|
|---|---|
| Authors: | Caporin, Massimiliano ; McAleer, Michael |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 24.2010, 1, p. 192-195
|
| Subject: | Volatilität | Volatility | Klassifikation | Classification | Theorie | Theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003948949