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subject:"Theorie"
type_genre:"Arbeitspapier"
~isPartOf:"Discussion paper in financial economics : FE"
~person:"Attanasio, Orazio P."
~person:"Blundell, Richard W."
~person:"Timmermann, Allan"
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Attanasio, Orazio P.
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ECONIS (ZBW)
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924807
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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
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