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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Kapetanios, George"
~subject:"ARCH-Modell"
~subject:"Devisenmarkt"
~subject:"Korrelation"
~subject:"Noise Trading"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz im Buch"
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Bollerslev, Tim
Kapetanios, George
Gredenhoff, Mikael P.
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Dufour, Jean-Marie
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Feng, Yuanhua
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Seese, Detlef G.
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Sentana, Enrique
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Sin, Chor-yiu
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Spokojnyj, Vladimir G.
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Teräsvirta, Timo
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Handbook of econometrics ; Vol. 4
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ECONIS (ZBW)
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ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
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