An examination of the sign and volatility switching arch models under alternative distributional assumptions
Mohamed F. Omran and Florin Avram
| Year of publication: |
2003
|
|---|---|
| Authors: | Omran, Mohamed F. ; Avram, Florin |
| Published in: |
Maximum likelihood estimation of misspecified models : twenty years later ; 17. - Amsterdam : Elsevier, JAI, ISBN 0-7623-1075-8. - 2003, p. 165-176
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| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | USA | United States | Induktive Statistik | Statistical inference | Statistische Verteilung | Statistical distribution | 1990-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001916324