Missing mean does no harm to volatility!
Stanislav Anatolyev, Irina Tarasyuk (New Economic School, Russia)
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Anatolyev, Stanislav ; Tarasyuk, Irina |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 134.2015, p. 62-64
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| Subject: | Misspecification | ARCH | Financial returns | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.06.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011432253