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~isPartOf:"Review of quantitative finance and accounting"
~subject:"ARCH-Modell"
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Review of quantitative finance and accounting
The North American journal of economics and finance : a journal of financial economics studies
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Applied financial economics
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International review of financial analysis
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Journal of risk and financial management : JRFM
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Research in international business and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of risk
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Applied economics letters
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Discussion paper / Tinbergen Institute
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Energy economics
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Journal of econometrics
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IES working paper
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CBN journal of applied statistics
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm
Hachicha, A.
;
Hachicha, F.
- In:
Review of quantitative finance and accounting
56
(
2021
)
2
,
pp. 647-673
Persistent link: https://www.econbiz.de/10012432685
Saved in:
2
Examining the volatility of Taiwan Stock Index returns via a three-volatility-regime Marvov-switching ARCH model
Li, Ming-yuan Leon
;
Lin, Hsiou-wei William
- In:
Review of quantitative finance and accounting
21
(
2003
)
2
,
pp. 123-139
Persistent link: https://www.econbiz.de/10001787768
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