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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Galeano, Pedro"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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ARCH model
Stochastischer Prozess
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Galeano, Pedro
Engle, Robert F.
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Horváth, Lajos
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Caporin, Massimiliano
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Chen, Yi-ting
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Francq, Christian
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
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European journal of operational research : EJOR
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic surveys
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Shifts in individual parameters of a GARCH model
Galeano, Pedro
;
Tsay, Ruey S.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
1
,
pp. 122-153
Persistent link: https://www.econbiz.de/10003997359
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