GARCH for irregularly spaced financial data : the ACD-GARCH model
Eric Ghysels; Joanna Jasiak
| Year of publication: |
1997 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Ghysels, Eric (contributor) ; Jasiak, Joann (contributor) |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 2.1997, 4, p. 133-149
|
| Subject: | duration model | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Volatilität | Volatility | Wertpapierhandel | Securities trading | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001769687