Classification of GARCH time series : an empirical investigation
T. Kalantzis and D. Papanastassiou
| Year of publication: |
2008
|
|---|---|
| Authors: | Kalantzis, T. ; Papanastassiou, D. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 7/9, p. 759-764
|
| Subject: | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Klassifikation | Classification | Theorie | Theory |
| 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://www.econbiz.de/10003739381