Short patches of outliers, arch and volatility modeling
Dick van Dijk, Philip Hans Franses and André Lucas
| Year of publication: |
1998
|
|---|---|
| Authors: | Dijk, Dick van ; Franses, Philip Hans ; Lucas, André |
| Publisher: |
Rotterdam |
| Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility | Theorie | Theory |
| Extent: | 20 S |
|---|---|
| Series: | Report / Erasmus Center for Financial Research, Erasmus University. - Rotterdam, ZDB-ID 2183849-5. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000988100