Volatility components, affine restrictions, and nonnormal innovations
Peter Christoffersen; Christian Dorion; Kris Jacobs; Yintian Wang
| Year of publication: |
2010
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|---|---|
| Authors: | Christoffersen, Peter F. ; Dorion, Christian ; Jacobs, Kris ; Yintian Wang |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 28.2010, 4, p. 483-502
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| Subject: | Volatilität | Volatility | Innovation | Theorie | Theory |
| 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/10008736151