Unconditional mean, volatility, and the FOURIER-GARCH representation
Year of publication: |
2011
|
---|---|
Authors: | Pascalau, Razvan ; Thomann, Christian ; Gregoriou, Greg N. |
Published in: |
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models. - Basingstoke [u.a.] : Palgrave Macmillan, ISBN 0-230-28363-2. - 2011, p. 90-106
|
Subject: | USA | United States | Volatilität | Volatility | Theorie | Theory | ARCH-Modell | ARCH model |
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