The specification of GARCH models with stochastic covariates
Jeff Fleming; Chris Kirby; Barbara Ostdiek
| Year of publication: |
2008
|
|---|---|
| Authors: | Fleming, Jeff ; Kirby, Chris ; Ostdiek, Barbara |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 10, p. 911-934
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | ARCH-Modell | ARCH model | Zufallsvariable | Random variable | Theorie | Theory | USA | United States |
| 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/10003769888