Conditional Volatility Models for Risk Ratings and Risk Returns
| Year of publication: |
2005
|
|---|---|
| Authors: | Hoti, S. ; McAleer, Michael |
| Published in: |
Modelling the riskiness in country risk ratings. - Bingley, U.K : Emerald, ISBN 978-1-84950-832-2. - 2005, p. 337-347
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| Subject: | Volatilität | Volatility | Risiko | Risk | ARCH-Modell | ARCH model | Theorie | Theory | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1108/S0573-8555(2005)0000273008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015385843