GARCH and SV Models with Application of Extreme Value Theory
| Year of publication: |
2008
|
|---|---|
| Authors: | Osinska, Magdalena ; Faldzinski, Marcin |
| Published in: |
Dynamic Econometric Models. - Uniwersytet Mikolaja Kopernika. - Vol. 8.2008, p. 45-52
|
| Publisher: |
Uniwersytet Mikolaja Kopernika |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009001723