Modeling structural changes in volatility
Arnaud Dufays
| Year of publication: |
2013
|
|---|---|
| Authors: | Dufays, Arnaud |
| Publisher: |
Louvain-la-Neuve : Univ. Cath. de Louvain, Center for Operations Research and Econometrics |
| Subject: | Volatilität | Volatility | Strukturwandel | Structural change | Theorie | Theory | ARCH-Modell | ARCH model | Strukturbruch | Structural break |
| Extent: | Online-Ressource (VIII, 128 S.) graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Louvain-la-Neuve, Univ. Cath., Diss., 2013 |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:2078.1/132402 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010259751