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subject:"Impact assessment"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~person:"Timmermann, Allan"
~person:"Wohar, Mark E."
~subject:"Kapitaleinkommen"
~subject:"Theory"
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Timmermann, Allan
Wohar, Mark E.
Caporale, Guglielmo Maria
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Sola, Martin
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Discussion paper / Centre for Economic Forecasting
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Fitting the moments : a comparison of arch and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147717
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000914034
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