Predicition in ARMA models with GARCH in mean effects : an application to the FTALL stock market index
Year of publication: |
1998
|
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Authors: | Karanasos, Menelaos |
Published in: |
Essays on financial time series models. - 1998, p. 94-143
|
Subject: | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Theorie | Theory | ARMA-Modell | ARMA model |
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