Volatilitätsanalyse mit dem Augmented GARCH-Modell
Katja Specht
| 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 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | German |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001254557