Volatility models : from GARCH to multi-horizon cascades
Alexander Subbotin, Thierry Chauveau and Kateryna Shapovalova
| Year of publication: |
2011
|
|---|---|
| Authors: | Subbotin, Alexander ; Chauveau, Thierry ; Shapovalova, Kateryna |
| Published in: |
Encyclopedia of finance research ; Vol. 1. - New York, NY : Nova Science Publ.. - 2011, p. 85-129
|
| Subject: | Volatilität | Volatility | Börsenkurs | Share price | Wechselkurs | Exchange rate | Ökonometrisches Modell | Econometric model | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Ökonophysik | Econophysics | Wissenschaftliche Methode | Scientific method | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Bibliografie enthalten ; Bibliography included ; Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009716088