Common nonlinearities in multiple series of stock market volatility
Heather M. Anderson and Farshid Vahid
| Year of publication: |
2014
|
|---|---|
| Authors: | Anderson, Heather M. ; Vahid, Farshid |
| Published in: |
Essays in nonlinear time series econometrics. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-967995-9. - 2014, p. 93-117
|
| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Aktienmarkt | Stock market | Nichtlineare Regression | Nonlinear regression | Großbritannien | United Kingdom | Deutschland | Germany | Frankreich | France | 2001-2012 |
| 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/10010385313