Modelarea volatilitatii seriilor de timp prin modele GARCH simetrice
Year of publication: |
2008
|
---|---|
Authors: | Tudor, Cristiana |
Published in: |
Romanian Economic Journal. - Facultatea de Relatii Economice Internationale. - Vol. 11.2008, 30, p. 183-208
|
Publisher: |
Facultatea de Relatii Economice Internationale |
Subject: | volatility clustering | GARCH (1 | 1) | GARCH-in-Mean |
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