Modelling Short-Term Volatility with GARCH and Harch Models
Year of publication: |
[2001]
|
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Authors: | Dacorogna, Michel M. |
Other Persons: | Müller, Ulrich A. (contributor) ; Pictet, Olivier V. (contributor) ; Olsen, Richard B. (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: "Nonlinear Modelling of High Frequency Financial Time Series" edited by Christian Dunis and Bin Zhou, published by Wiley & Sons, Ltd Volltext nicht verfügbar |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; C22 - Time-Series Models ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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