Alternative models to extract asset volatility: a comparative study
Pedro L. Valls Pereira ...
| Year of publication: |
1999
|
|---|---|
| Other Persons: | Pereira, Pedro L. Valls (contributor) |
| Published in: |
Revista de econometria. - Rio de Janeiro, ISSN 0101-7012, ZDB-ID 902628-9. - Vol. 19.1999, 1, p. 57-109
|
| Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Brasilien | Brazil |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Revista de econometria |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001609694