Modelling volatility by variance decomposition
Year of publication: |
2013
|
---|---|
Authors: | Amado, Cristina ; Teräsvirta, Timo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 175.2013, 2, p. 142-153
|
Subject: | Volatilität | Volatility | Dekompositionsverfahren | Decomposition method | Varianzanalyse | Analysis of variance | Theorie | Theory | Schätzung | Estimation |
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