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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Discussion paper in financial economics : FE"
~source:"econis"
~subject:"Italien"
~type_genre:"Bibliography included"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Volatilität
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Estimation theory
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Discussion paper in financial economics : FE
Discussion paper / Tinbergen Institute
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
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A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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