Augmented ARCH models for financial time series : stability conditions and empirical evidence
Year of publication: |
1997
|
---|---|
Authors: | Kunst, Robert M. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 7.1997, 6, p. 575-586
|
Subject: | Aktienindex | Stock index | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Welt | World | 1969-1995 |
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