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person:"Corsi, Fulvio"
subject:"Volatilität"
~language:"eng"
~person:"Li, Jia"
~person:"Nelson, Daniel B."
~subject:"Kapitaleinkommen"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Volatilität
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Corsi, Fulvio
Li, Jia
Nelson, Daniel B.
Härdle, Wolfgang
71
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59
Phillips, Peter C. B.
59
Andrews, Donald W. K.
44
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43
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42
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32
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30
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ECONIS (ZBW)
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41
A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809491
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42
Stationarity and persistence in the GARCH (1,1) model
Nelson, Daniel B.
- In:
Econometric theory
6
(
1990
)
3
,
pp. 318-334
Persistent link: https://www.econbiz.de/10001118101
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