Contemporaneous asymmetry in GARCH processes
Mohamed ElBabsiri; Jean-Michel Zakoian
| Year of publication: |
2001
|
|---|---|
| Authors: | Babsiri, Mohamed el ; Zakoïan, Jean-Michel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 101.2001, 2, p. 257-294
|
| Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Aktienindex | Stock index | Schätzung | Estimation | Frankreich | France |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001554899