GARCH and irregularly spaced data
Nour Meddahi, Eric Renault, Bas Werker
| Year of publication: |
2006
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|---|---|
| Authors: | Meddahi, Nour ; Renault, Eric ; Werker, Bas J. M. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 90.2006, 2, p. 200-204
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| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10003275843