Recent advances in ARCH modelling
Year of publication: |
2006
|
---|---|
Authors: | Giraitis, Liudas ; Leipus, Remigijus ; Surgailis, Donatas |
Published in: |
Long memory in economics : with 50 tables. - Berlin [u.a.] : Springer, ISBN 3-540-22694-X. - 2006, p. 3-38
|
Subject: | ARCH-Modell | ARCH model | Theorie | Theory |
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