GARCH type volatility models augmented with news intensity data
Sergei P. Sidorov, Paresh Date, and Vladimir Balash
| Year of publication: |
2014
|
|---|---|
| Authors: | Sidorov, Sergei P. ; Date, Paresh ; Balash, Vladimir |
| Published in: |
Chaos, complexity and leadership 2012. - Dordrecht [u.a.] : Springer, ISBN 978-94-007-7361-5. - 2014, p. 199-207
|
| Subject: | ARCH-Modell | ARCH model | Datenqualität | Data quality | Kapitalmarktrendite | Capital market returns | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010242021