Level changes in volatility models
Mihaela Craioveanu; Eric Hillebrand
| Year of publication: |
2012
|
|---|---|
| Authors: | Craioveanu, Mihaela ; Hillebrand, Eric |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 8.2012, 2/3, p. 277-308
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States | 1995-2007 |
| 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/10009548088