Modeling volatility dynamics
by Francis X. Diebold and Jose A. Lopez
| Year of publication: |
1995
|
|---|---|
| Authors: | Diebold, Francis X. ; Lopez, Jose A. |
| Publisher: |
New York, NY : Federal Reserve Bank of New York |
| Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Währungsderivat | Currency derivative | Welt | World | Devisenmarkt | Foreign exchange market |
| Extent: | 50 S graph. Darst |
|---|---|
| Series: | Research paper / Federal Reserve Bank of New York. - New York, NY : Fed. Reserve Bank of New York, ZDB-ID 2174021-5. - Vol. 9522 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 35 - 40 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000587223