On the Empirical Importance of Periodicity In the Volatility of Financial Time Series
Year of publication: |
2016
|
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Authors: | Mazur, Blazej |
Other Persons: | Pipien, Mateusz (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (29 p) |
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Series: | National Bank of Poland Working Paper ; No. 124 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2163509 [DOI] |
Classification: | c58 ; C11 - Bayesian Analysis ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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