What good is a volatility model?
Robert F. Engle and Andrew J. Patton
| Year of publication: |
2007
|
|---|---|
| Authors: | Engle, Robert F. ; Patton, Andrew J. |
| Published in: |
Forecasting volatility in the financial markets. - Amsterdam [u.a.] : Elsevier [u.a.], ISBN 0-7506-6942-X. - 2007, p. 47-63
|
| Subject: | Volatilität | Volatility | Modellierung | Scientific modelling | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation | 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/10003872831