Analysis of stock market volatility by continuous-time GARCH models
Gernot Müller, Robert B. Durand, Ross Maller, and Claudia Klüppelberg
| Year of publication: |
2009
|
|---|---|
| Authors: | Müller, Gernot ; Durand, Robert B. ; Maller, Ross ; Klüppelberg, Claudia |
| Published in: |
Stock market volatility. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC Press, ISBN 978-1-4200-9954-6. - 2009, p. 31-50
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| 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/10003830403