Whence GARCH? A Preference-Based Explanation for Conditional Volatility
Year of publication: |
[2003]
|
---|---|
Authors: | McQueen, Grant Richard |
Other Persons: | Vorkink, Keith (contributor) |
Publisher: |
[2003]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 12, 2003 erstellt |
Other identifiers: | 10.2139/ssrn.354020 [DOI] |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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