Periodic autoregressive conditional heteroscedasticity
Tim Bollerslev ; Eric Ghysels
| Year of publication: |
1996
|
|---|---|
| Authors: | Bollerslev, Tim |
| Other Persons: | Ghysels, Eric (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 14.1996, 2, p. 139-160
|
| Subject: | CAPM | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Saisonale Schwankungen | Seasonal variations | Schätzung | Estimation | Deutsche Mark | Großbritannien | United Kingdom | USA | United States | 1989-1991 | 1992-1993 |
| 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/10001203173