Estimating variability in the Italian stock market : an ARCH approach
Year of publication: |
1993
|
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Authors: | Fornari, Fabio |
Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 4.1993, 4, p. 403-423
|
Subject: | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Italien | Italy |
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