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institution:"Centre for Analytical Finance <Århus>"
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre"
~source:"econis"
~subject:"USA"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Centre for Analytical Finance <Århus>
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
Brown University / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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