Symmetric Normal Mixture GARCH
Year of publication: |
[2004]
|
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Authors: | Lazar, Emese |
Other Persons: | Alexander, Carol (contributor) |
Publisher: |
[2004]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (47 p) |
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Type of publication: | Book / Working Paper |
Other identifiers: | 10.2139/ssrn.497524 [DOI] |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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