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type_genre:"Working Paper"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Warwick / Department of Economics"
~institution:"Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>"
~person:"Sola, Martin"
~subject:"Großbritannien"
~subject:"Monetary policy"
~subject:"United Kingdom"
~subject:"Volatility"
~type_genre:"Lehrbuch"
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Birkbeck College / Department of Economics
Centre for Analytical Finance <Århus>
University of Warwick / Department of Economics
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Discussion paper in financial economics : FE
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
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Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
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