Threshold arch models and asymmetries in volatility
R. Rabemananjara and J. M. Zakoian
| Year of publication: |
1993
|
|---|---|
| Authors: | Rabemananjara, R. |
| Other Persons: | Zakoïan, Jean-Michel (contributor) |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 8.1993, 1, p. 31-49
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| Subject: | Schätztheorie | Estimation theory | Börsenkurs | Share price | Theorie | Theory | Frankreich | France |
| 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/10001139585