GRCH 2.2: an Ox package for estimating and forecasting various ARCH models
Sébastien Laurent
| Alternative title: | GARCH 2.2 |
|---|---|
| Year of publication: |
2003
|
| Authors: | Laurent, Sébastien ; Peters, Jean-Philippe |
| Published in: |
Contributions to financial econometrics : theoretical and practical issues. - Oxford [u.a.] : Blackwell, ISBN 1-4051-0743-X. - 2003, p. 211-249
|
| Subject: | ARCH-Modell | ARCH model | Software |
| Extent: | graph. Darst |
|---|---|
| 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/10001932675