Non-linear versus non-gaussian volatility models in application to different financial markets
Year of publication: |
2003-11-01
|
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Authors: | Miazhynskaia, Tatiana ; Dorffner, Georg ; Dockner, Engelbert J. |
Publisher: |
Wirtschaftsuniversität <Wien> |
Subject: | Volatilität | Prognosequalität | forecasting | GARCH-Prozess | Zeitreihenanalyse | time series analysis |
Extent: | 220160 bytes 22 p. application/pdf |
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Series: | Report Series ; 2003, 84 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Financial theory ; Statistical Methods ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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