Sensitivity Analysis of GARCH Models
| Year of publication: |
2002-07-01
|
|---|---|
| Authors: | Ceci, Vladimiro ; Manganelli, Simone ; Vecchiato, Walter |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | GARCH | Sensitivity Analysis | Dynamic Correlations |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 31 |
| Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G15 - International Financial Markets |
| Source: |
Persistent link: https://www.econbiz.de/10005345470