A better asymmetric model of changing volatility in stock and exchange rate returns: Trend-GARCH
Year of publication: |
2007
|
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Authors: | Bauer, Christian |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 13.2007, 1/2, p. 65-87
|
Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Wechselkurssystem | Exchange rate regime | Theorie | Theory |
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