Stylized facts of return series, robust estimates and three popular models of volatility
Timo Teräsvirta and Zhenfang Zhao
| Year of publication: |
2011
|
|---|---|
| Authors: | Teräsvirta, Timo ; Zhao, Zhenfang |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 1/3, p. 67-94
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienindex | Stock index | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | 1939-2005 |
| 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/10009124669