Moving average conditional heteroskedastic processes
Minxian Yang ; Ronald Bewley
| Year of publication: |
1995
|
|---|---|
| Authors: | Yang, Minxian |
| Other Persons: | Bewley, Ronald A. (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 49.1995, 4, p. 367-372
|
| Subject: | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Schock | Shock | Theorie | Theory | 1986-1992 |
| 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/10001190460