Hierarchical GARCH
Christian T. Brownlees
| Year of publication: |
2019
|
|---|---|
| Authors: | Brownlees, Christian |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 51.2019, p. 17-27
|
| Subject: | Panel GARCH | Nonlinear panel | Random effects | Volatility | ARCH-Modell | ARCH model | Volatilität | Panel | Panel study | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2019.01.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012169952