A Volatility Model for Financial Time Series in the Generalized Pearson Setting
Year of publication: |
2011
|
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Authors: | Ogunc, Kurtay |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARCH-Modell | ARCH model | Börsenkurs | Share price | Finanzmarkt | Financial market | Wechselkurs | Exchange rate |
Description of contents: |
Our objective is to revie ...
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