Nonparametric verification of GARCH-class models for selected Polish exchange rates and stock indices
Year of publication: |
2012
|
---|---|
Authors: | Fiszeder, Piotr ; Orzesko, Witold |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 62.2012, 5, p. 430-449
|
Subject: | Wechselkurs | Exchange rate | Aktienindex | Stock index | ARCH-Modell | ARCH model | Nichtlineare Dynamik | Nonlinear dynamics | Polen | Poland | 2001-2010 |
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