Modeling the changing asymmetry of traditional variances
Fabio Fornari ; Antonio Mele
| Year of publication: |
1996
|
|---|---|
| Authors: | Fornari, Fabio |
| Other Persons: | Mele, Antonio (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 50.1996, 2, p. 197-203
|
| Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market | Theorie | Theory | Welt | World |
| 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/10001194690