Modeling volatility with time-varying FIGARCH models
Year of publication: |
2011
|
---|---|
Authors: | Belkhouja, Mustapha ; Boutahary, Mohamed |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 28.2011, 3, p. 1106-1116
|
Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility |
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