A Geometric GARCH Framework for Covariance Dynamics
Year of publication: |
2016
|
---|---|
Authors: | Han, Chulwoo |
Other Persons: | Park, Frank C. (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | ARCH-Modell | ARCH model | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (52 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 21, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2827358 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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