HYBRID GARCH models and intra-daily return periodicity
Year of publication: |
2011
|
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Authors: | Chen, Xilong ; Ghysels, Eric ; Wang, Fangfang |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 3.2011, 1, p. 1-26
|
Subject: | Theorie | Theory | ARCH-Modell | ARCH model | Volatilität | Volatility | Kapitaleinkommen | Capital income |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.2202/1941-1928.1095 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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