Testing for Common GARCH Factors
Year of publication: |
2013
|
---|---|
Authors: | Dovonon, Prosper |
Other Persons: | Renault, Eric (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Series: | CIRANO - Scientific Publication ; No. 2012s-34 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 11, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2199561 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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