Classification of GARCH time series : an empirical investigation
Year of publication: |
2008
|
---|---|
Authors: | Kalantzis, T. ; Papanastassiou, D. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 7/9, p. 759-764
|
Subject: | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
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