Showing 1 - 10 of 254
Persistent link: https://www.econbiz.de/10001773667
Persistent link: https://www.econbiz.de/10001135149
Models of Autoregressive Conditional Heteroscedasticity (ARCH) and their generalizations are widely used in ap-plied econometric research, especially for analysis of financial markets. We bring to our reader’s attention a consul-tation on this topic prepared from the book of Marno Verbeek “A...
Persistent link: https://www.econbiz.de/10009366496
has been investigated. Among other things, we find that Treasury- and stock market volatility as well as the activity of …
Persistent link: https://www.econbiz.de/10003721205
Persistent link: https://www.econbiz.de/10009507737
Persistent link: https://www.econbiz.de/10009229635
Persistent link: https://www.econbiz.de/10001869231
Persistent link: https://www.econbiz.de/10001754763
Persistent link: https://www.econbiz.de/10001515796
Persistent link: https://www.econbiz.de/10001422112