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 |
| 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/10010532059