Stylized facts of financial time series and three popular models of volatility
Year of publication: |
Aug. 2004 ; [Elektronische Ressource], Rev. September 3, 2004
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Other Persons: | Malmsten, Hans (contributor) ; Teräsvirta, Timo (contributor) |
Institutions: | Ekonomiska forskningsinstitutet <Stockholm> (contributor) |
Publisher: |
Stockholm : Ekonomiska Forskningsinst. |
Subject: | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Volatilität | Volatility |
Extent: | Online-Ressource (PDF-Datei: 44 S., 890 KB) graph. Darst. |
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Series: | SSE EFI working paper series in economics and finance. - Stockholm : [Verlag nicht ermittelbar], ISSN 1402-9928, ZDB-ID 2544040-8. - Vol. 563 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | nBibliography Systemvoraussetzungen: Acrobat reader |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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