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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Working paper series economics and econometrics"
~person:"Sanfelici, Simona"
~person:"Teräsvirta, Timo"
~subject:"ARCH model"
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Bollerslev, Tim
Sanfelici, Simona
Teräsvirta, Timo
Nelson, Daniel B.
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Engle, Robert F.
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Foster, Dean P.
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Jacquier, Eric
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Working paper series economics and econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CEA_372Cass working paper series
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CREATES Research Paper 2008-49
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Handbook of financial time series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000899195
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