HY-A-PARCH: A stationary A-PARCH model with long memory
Year of publication: |
2003
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Authors: | Schoffer, Olaf |
Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
Subject: | ARCH-Modell | Zeitreihenanalyse | Kapitalertrag | Finanzmarkt | Theorie |
Series: | Technical Report ; 2003,40 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 823987477 [GVK] hdl:10419/49324 [Handle] RePEc:zbw:sfb475:200340 [RePEc] |
Source: |
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