Statistical aspects of ARCH and stochastic volatility
Neil Shephard
| Year of publication: |
1996
|
|---|---|
| Authors: | Shephard, Neil G. |
| Published in: |
Time series models : in econometrics, finance and other fields. - London [u.a.] : Chapman & Hall, ISBN 0-412-72930-X. - 1996, p. 1-67
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Wechselkurs | Exchange rate | Yen | Deutsche Mark | Pfund Sterling | Pound Sterling | Großbritannien | United Kingdom | Aktienindex | Stock index | Japan | 1986-1994 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturverz. S. 55 - 67 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001319937