Modelling scale consistent VAR with the truncated Lévy flight

Thorsten Lehnert and Christian C. P. Wolff

Year of publication:	2001
Authors:	Lehnert, Thorsten
Other Persons:	Wolff, Christiaan Cornelis Petrus (contributor) ; Wolff, Christian C. P. (contributor)
Publisher:	London : Centre for Economic Policy Research
Subject:	Börsenkurs \| Share price \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| VAR-Modell \| VAR model \| Schätzung \| Estimation \| USA \| United States \| Großbritannien \| United Kingdom \| Japan \| Hongkong \| Hong Kong \| 1984-2000

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