Stable mixture GARCH models
Year of publication: |
2013
|
---|---|
Authors: | Broda, Simon A. ; Haas, Markus ; Krause, Jochen ; Paolella, Marc S. ; Steude, Sven Christian |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 172.2013, 2, p. 292-306
|
Subject: | Theorie | Theory | ARCH-Modell | ARCH model | Volatilität | Volatility |
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