Volatilitätsanalyse mit dem Augmented GARCH-Modell
Year of publication: |
1998
|
---|---|
Authors: | Specht, Katja |
Other Persons: | Gohout, Wolfgang (contributor) |
Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl., ISSN 0002-6018, ZDB-ID 442-X. - Vol. 82.1998, 3, p. 339-351
|
Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility | Theorie | Theory |
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