Mixed normal conditional heteroskedasticity
Markus Haas; Stefan Mittnik; Marc S. Paolella
| Year of publication: |
2004
|
|---|---|
| Authors: | Haas, Markus ; Mittnik, Stefan ; Paolella, Marc S. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 2.2004, 2, p. 211-250
|
| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst |
|---|---|
| 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/10002214262