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type_genre:"Bibliography included"
~isPartOf:"Financial markets and the global recession"
~subject:"ARCH model"
~subject:"Stochastic process"
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Financial markets and the global recession
Encyclopedia of finance research ; Vol. 1
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Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
- In:
Financial markets and the global recession
,
(pp. 103-159)
.
2010
Persistent link: https://www.econbiz.de/10009614252
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