Regime switching GARCH models
Luc Bauwens, Arie Preminger, and Jeroen Rombouts
| Year of publication: |
20 Febr. 2006
|
|---|---|
| Other Persons: | Bauwens, Luc (contributor) ; Preminger, Arie (contributor) ; Rombouts, Jeroen V. K. (contributor) |
| Publisher: |
Montréal : IEA |
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process |
freely available
| Extent: | Online-Ressource, 23, 2 S., Text graph. Darst. |
|---|---|
| Series: | Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée. - Montréal, ISSN 0825-8643, ZDB-ID 2105771-0. - Vol. 06,08 CORE discussion papers : DP. - Louvain-la-Neuve : [Verlag nicht ermittelbar], ZDB-ID 2220482-9. - Vol. 2006,11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003396156