On regression-based tests for persistence in logarithmic volatility models
Zacharias Psaradakis; Elias Tzavalis
| Year of publication: |
1999
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|---|---|
| Authors: | Psaradakis, Zacharias G. ; Tzavalis, Elias |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 18.1999, 4, p. 441-448
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| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | Großbritannien | United Kingdom | 1991-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric reviews |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001413477