The studentś t dynamic linear regression : re-examining volatility modeling
Maria S. Heracleous and Aris Spanos
| Year of publication: |
2006
|
|---|---|
| Authors: | Heracleous, Maria S. ; Spanos, Aris |
| Published in: |
Econometric analysis of financial and economic time series ; part a ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1274-2. - 2006, p. 289-319
|
| Subject: | Regressionsanalyse | Regression analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Volatilität | Volatility | Börsenkurs | Share price | Theorie | Theory | USA | United States | 1988-2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003331398