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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"NCER working paper series"
~person:"Alizadeh, Sassan"
~person:"Silvennoinen, Annastiina"
~person:"Teräsvirta, Timo"
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Stochastischer Prozess
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
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Teräsvirta, Timo
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2015
Persistent link: https://www.econbiz.de/10011777143
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