Impulse response function for conditional volatility in GARCH models
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
|
Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Devisenmarkt | Foreign exchange market | USA | United States | 1981-1991 |
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