Impulse response function for conditional volatility in GARCH models
Wen-Ling Lin
| Year of publication: |
1997
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|---|---|
| Authors: | Lin, Wen-ling Tsai |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 15.1997, 1, p. 15-25
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| Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Devisenmarkt | Foreign exchange market | USA | United States | 1981-1991 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001214326