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  • Search: subject:"Generalized Autoregression Conditional Heteroscedasticity"
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GARCH 2 Generalized Autoregression Conditional Heteroscedasticity 2 USA 2 United States 2 1963-1983 1 1980-1985 1 Börsenkurs 1 Estimation theory 1 Exchange rate 1 Schätztheorie 1 Share price 1 Theorie 1 Theory 1 Wechselkurs 1
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Baillie, Richard 1 Bollerslev, Tim 1 Connolly, Robert A. 1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of financial and quantitative analysis : JFQA 1
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ECONIS (ZBW) 2
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Did you mean: subject:"Generalized autoregressive conditional heteroscedasticity" (11,498 results)
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An examination of the robustness of the weekend effect
Connolly, Robert A. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
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The message in daily exchange rates : a conditional-variance tale
Baillie, Richard - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 297-305
Persistent link: https://www.econbiz.de/10001069396
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