Garch and irregularly spaced data
Year of publication: |
Mar. 2003 ; [Elektronische Ressource]
|
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Other Persons: | Meddahi, Nour (contributor) ; Renault, Eric (contributor) ; Werker, Bas J. M. (contributor) |
Institutions: | Center for Economic Research <Tilburg> (contributor) |
Publisher: |
Tilburg : Center for Economic Research |
Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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