Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Local Scale Model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Adaptive Learning
1
IGARCH
1
Local Scale Model
1
State-Space Model
1
Stock volatility
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
McCulloch, J. Huston
1
Institution
All
Society for Computational Economics - SCE
1
Published in...
All
Computing in Economics and Finance 2006
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Learning about Stock Volatility: The
Local
Scale
Model
with Homoskedastic Innovations
McCulloch, J. Huston
-
Society for Computational Economics - SCE
-
2006
The
Local
Scale
Model
of Shephard (1994) is a state-space model of volatility clustering similar in effect to IGARCH …
Persistent link: https://www.econbiz.de/10005342861
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
