Recursive modeling of nonlinar dynamics in UK stock returns
Year of publication: |
2003
|
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Authors: | Guidolin, Massimo ; Timmermann, Allan |
Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 1418920-3. - Vol. 71.2003, 4, p. 381-395
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Theorie | Theory | Nichtlineare Dynamik | Nonlinear dynamics | Ökonometrisches Modell | Econometric model |
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