GARCH processes - some exact results, some difficulties and a suggested remedy
Year of publication: |
2007
|
---|---|
Authors: | Knight, John L. ; Satchell, Stephen |
Published in: |
Forecasting volatility in the financial markets. - Amsterdam [u.a.] : Elsevier [u.a.], ISBN 0-7506-6942-X. - 2007, p. 365-389
|
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Großbritannien | United Kingdom | 1989-1991 |
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