GARCH-type models with generalized secant hyperbolic innovations
Paola Palmitesta; Corrado Provasi
| Year of publication: |
2004
|
|---|---|
| Other Persons: | Palmitesta, Paola (contributor) ; Provasi, Corrado (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. 8.2004, 2
|
| Subject: | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution |
| Extent: | Ill |
|---|---|
| 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/10002651769