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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Bollerslev, Tim"
~subject:"ARCH-Modell"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Search: subject:"Zeitreihenanalyse"
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Bollerslev, Tim
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Working paper / National Bureau of Economic Research, Inc.
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
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1997
Persistent link: https://www.econbiz.de/10000627888
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