Econometric analysis of volatility component models

Fangfang Wang; Eric Ghysels

Year of publication:	2015
Authors:	Wang, Fangfang ; Ghysels, Eric
Published in:	Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 2, p. 362-393
Subject:	Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Schätzung \| Estimation \| Ökonometrie \| Econometrics \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis

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