Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Alexander Beck, Young Shin Aaron Kim, Svetlozar Rachev, Michael Feindt and Frank Fabozzi
| Year of publication: |
2013
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|---|---|
| Authors: | Beck, Alexander ; Kim, Young Shin Aaron ; Rachev, Svetlozar ; Feindt, Michael ; Fabozzi, Frank |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 17.2013, 2, p. 167-177
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.1515/snde-2012-0033 [DOI] |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010118266