Augmented ARCH models for financial time series : stability conditions and empirical evidence
Robert M. Kunst
| Year of publication: |
1997
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|---|---|
| Authors: | Kunst, Robert M. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 7.1997, 6, p. 575-586
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| Subject: | Aktienindex | Stock index | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Welt | World | 1969-1995 |
| 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://www.econbiz.de/10001240823