Some exact formulae for the constant correlation and diagonal M-GARCH models
by M. Karanasos
| Year of publication: |
2000
|
|---|---|
| Authors: | Karanasos, Menelaos |
| Publisher: |
Heslington, York |
| Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Korrelation | Correlation | Varianzanalyse | Analysis of variance |
| Extent: | 10 S graph. Darst |
|---|---|
| Series: | Discussion papers in economics. - York, ZDB-ID 2201420-2. - Vol. 2000,14 |
| 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/10001488572