The Impulse Response Function of the Long Memory GARCH Process
Year of publication: |
2006
|
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Authors: | Conrad, Christian ; Karanasos, Menelaos |
Publisher: |
[S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Volatilität | Volatility |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Economics Letters, Vol. 90, pp. 34-41, 2006 Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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