Model GARCH : wykorzystanie dodatkowych informacji o cenach minimalnych i maksymalnych
Grzegorz Perczak; Piotr Fiszeder
| Year of publication: |
2014
|
|---|---|
| Authors: | Perczak, Grzegorz ; Fiszeder, Piotr |
| Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 45.2014, 2, p. 105-132
|
| Subject: | GARCH model | volatility estimation | NIG distribution | Brownian motion | low and high prices |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | Polish |
| Notes: | Zsfassung in engl. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010358035