Detecting sudden changes in the extreme value volatility estimator
Dilip Kumar; S. Maheswaran
| Year of publication: |
2012
|
|---|---|
| Authors: | Kumar, Dilip ; Maheswaran, S. |
| Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771-X. - Vol. 39.2012, 3, p. 44-67
|
| Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009718085