Short patches of outliers, ARCH and volatility modelling
Philip Hans Franses, Dick van Dijk and André Lucas
| Year of publication: |
2004
|
|---|---|
| Authors: | Franses, Philip Hans ; Dijk, Dick van ; Lucas, André |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 4, p. 221-231
|
| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Wechselkurs | Exchange rate | Aktienindex | Stock index | Schätzung | Estimation | 1986-1995 |
| 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/10001939247