GARCH and irregularly spaced data
Year of publication: |
2006
|
---|---|
Authors: | Meddahi, Nour ; Renault, Eric ; Werker, Bas J. M. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 90.2006, 2, p. 200-204
|
Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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