Arch effects and the conditioning information variables
Hongzhu Li
| Year of publication: |
2003
|
|---|---|
| Authors: | Li, Hongzhu |
| Publisher: |
Helsinki |
| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
| Extent: | 27 Bl graph. Darst |
|---|---|
| Series: | Meddelanden från Svenska Handelshögskolan. - Helsingfors : [Verlag nicht ermittelbar], ISSN 0357-4598, ZDB-ID 864095-6. - Vol. 491 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Bl. 21 - 22 Abstract im Internet: http://www.shh.fi/services/biblio/papers/abstractwp/li-wp491.htm |
| ISBN: | 951-555-778-X |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001785979