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~subject:"Statistische Verteilung"
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Statistische Verteilung
ARCH model
43
ARCH-Modell
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Time series analysis
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Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
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Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
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2015
Persistent link: https://www.econbiz.de/10011398641
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