Dynamic asymmetric GARCH
Year of publication: |
2006
|
---|---|
Authors: | Caporin, Massimiliano ; McAleer, Michael |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 4.2006, 3, p. 385-412
|
Subject: | ARCH-Modell | ARCH model |
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