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subject:"ARCH model"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Allen, David E."
~person:"Hoga, Yannick"
~person:"Stoyanov, Stoyan V."
~subject:"Statistical distribution"
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ARCH model
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Allen, David E.
Hoga, Yannick
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The North American journal of economics and finance : a journal of financial economics studies
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EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
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