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~accessRights:"free"
~isPartOf:"Quantitative finance and economics"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility estimation using a rational GARCH model
Takaishi, Tetsuya
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10012137901
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Forecasting turbulence in the Asian and European stock market using regime-switching models
Engel, Janina
;
Wahl, Markus
;
Zagst, Rudi
- In:
Quantitative finance and economics
2
(
2018
)
2
,
pp. 388-406
Persistent link: https://www.econbiz.de/10012156674
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