Special issue Modelling and forecasting financial volatility
ed.: Philip Hans Franses ...
| Alternative title: | Modelling and forecasting financial volatility |
|---|---|
| Year of publication: |
2002
|
| Other Persons: | Franses, Philip Hans (contributor) |
| Publisher: |
Chichester [u.a.] : Wiley |
| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory |
| Extent: | S. 419 - 616 graph. Darst |
|---|---|
| Series: | Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 17.2002,5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Sammelwerk ; Collection of articles of several authors ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturangaben. - Enth. 10 Beitr. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001709308