The smooth transition GARCH model: application to international stock indexes
Rim Khemiri
| Year of publication: |
2011
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|---|---|
| Authors: | Khemiri, Rim |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 7/9, p. 555-562
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| Subject: | Börsenkurs | Share price | Aktienindex | Stock index | Volatilität | Volatility | Schätzung | Estimation | ARCH-Modell | ARCH model | Niederlande | Netherlands | Großbritannien | United Kingdom | Hongkong | Hong Kong | USA | United States | 1987-1997 |
| 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/10009153250