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subject:"Volatility"
type_genre:"Article in journal"
~person:"Todorov, Viktor"
~person:"Zakoïan, Jean-Michel"
~subject:"Börsenkurs"
~subject:"Statistical test"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Volatility
Börsenkurs
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Estimation theory
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ARCH model
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Todorov, Viktor
Zakoïan, Jean-Michel
Kumar, Dilip
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Maheswaran, S.
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Bera, Anil K.
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Francq, Christian
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Li, Jia
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Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometric theory
1
Journal of applied econometrics
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Journal of economic dynamics & control
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Threshold arch models and asymmetries in volatility
Rabemananjara, R.
- In:
Journal of applied econometrics
8
(
1993
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10001139585
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