Modelling and forecasting level shifts in absolute returns
Philip Hans Franses, Marco van der Leij and Richard Paap
| Year of publication: |
2002
|
|---|---|
| Authors: | Franses, Philip Hans ; Leij, Marco van der ; Paap, Richard |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 17.2002, 5, p. 601-616
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of applied econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001709318