Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Year of publication: |
1997
|
---|---|
Authors: | Fornari, Fabio |
Other Persons: | Mele, Antonio (contributor) |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 12.1997, 1, p. 49-65
|
Subject: | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Theorie | Theory | Aktienmarkt | Stock market | Schätzung | Estimation | Welt | World |
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