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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~person:"Feng, Yuanhua"
~person:"Fiorentini, Gabriele"
~subject:"ARCH model"
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Stambaugh, Robert F.
Feng, Yuanhua
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Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
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2002
Persistent link: https://www.econbiz.de/10001686434
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