Stochastic volatility and GARCH : a comparison based on UK stock data
Chiara Pederzoli
| Year of publication: |
2006
|
|---|---|
| Authors: | Pederzoli, Chiara |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 12.2006, 1, p. 41-59
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Aktie | Share | Kapitaleinkommen | Capital income | Großbritannien | United Kingdom | 1990-2001 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003305243