Unconditional mean, Volatility and the Fourier-Garch representation
Year of publication: |
2010-12
|
---|---|
Authors: | Pascalau, Razvan ; Thomann, Christian ; Gregoriou, Greg N. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | ARCH/GARCH | Structural change | Unconditional volatility |
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