Modelling volatility by variance decomposition
Cristina Amado; Timo Teräsvirta
| Year of publication: |
2013
|
|---|---|
| Authors: | Amado, Cristina ; Teräsvirta, Timo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 175.2013, 2, p. 142-153
|
| Subject: | Volatilität | Volatility | Theorie | Theory | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | Varianzanalyse | Analysis of variance |
| Extent: | graph. Darst. |
|---|---|
| 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/10009764416