Threshold arch models and asymmetries in volatility
Year of publication: |
1993
|
---|---|
Authors: | Rabemananjara, R. |
Other Persons: | Zakoïan, Jean-Michel (contributor) |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 8.1993, 1, p. 31-49
|
Subject: | Schätztheorie | Estimation theory | Börsenkurs | Share price | Theorie | Theory | Frankreich | France |
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