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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Série des documents de travail"
~person:"Zakoïan, Jean-Michel"
~subject:"Börsenkurs"
~subject:"Forecasting model"
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Volatility
Börsenkurs
Forecasting model
Conditional Heteroskedasticity
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Bollerslev, Tim
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Gouriéroux, Christian
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Série des documents de travail
Journal of econometrics
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Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
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