Détection non paramétrique de sauts dans la volatilité des marchés financiers
Year of publication: |
2004
|
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Authors: | Perron, Benoit |
Published in: |
L' Actualité économique : revue trimest.. - Montréal : Ecole, ISSN 0001-771X, ZDB-ID 40047-6. - Vol. 80.2004, 2/3, p. 229-251
|
Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Theorie | Theory | USA | United States | Varianzanalyse | Analysis of variance |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | French |
Notes: | Literaturverz. S. 250 - 251 Zsfassung in engl. Sprache |
Source: | ECONIS - Online Catalogue of the ZBW |
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