Asymmetry and long memory in volatility modeling
Manabu Asai; Michael McAleer; Marcelo C. Medeiros
| Year of publication: |
2012
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|---|---|
| Authors: | Asai, Manabu ; McAleer, Michael ; Medeiros, Marcelo C. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 10.2012, 3, p. 495-512
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| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Statistischer Fehler | Statistical error | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Messung | Measurement |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009571512