How volatile is ENSO?
Lan Fen Chu, Michael McAleer and Chi-Chung Chen
| Alternative title: | How volatile is El Niños Southern Oscillation |
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| Year of publication: |
[2010]
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| Authors: | Lan Fen Chu ; McAleer, Michael ; Chen, Chi-chung |
| Institutions: | University of Canterbury / Dept. of Economics and Finance (contributor) |
| Publisher: |
Christchurch, N.Z : Department of Economics and Finance, College of Business and Economics, University of Canterbury |
| Subject: | Sturm | Storm | Volatilität | Volatility | Indexberechnung | Index construction | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Welt | World | 1933-2007 |
| Extent: | Online-Ressource (32, [1] p., 305 Kb) graph. Darst. |
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| Series: | Working paper. - Christchurch, New Zealand, ZDB-ID 2579761-X. - Vol. 2010,31 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Archived by the National Library of New Zealand Title from PDF cover (viewed on July 20, 2010) "April 2010"--P.1 Hypertext links contained in the archived instances of this title are non-functional Includes bibliographical references (p. 19-24) Mode of access: World Wide Web Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008689070