Missing mean does no harm to volatility!
Year of publication: |
September 2015
|
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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
|
Subject: | Misspecification | ARCH | Financial returns | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Schätzung | Estimation | Finanzmarkt | Financial market |
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