Stable mixture GARCH models
Simon A. Broda; Markus Haas; Jochen Krause; Marc S. Paolella; Sven C. Steude
| Year of publication: |
2013
|
|---|---|
| Authors: | Broda, Simon A. ; Haas, Markus ; Krause, Jochen ; Paolella, Marc S. ; Steude, Sven Christian |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 172.2013, 2, p. 292-306
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| Subject: | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| 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/10009706200