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~subject:"Finanzmarkt"
~type_genre:"Forschungsbericht"
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?
Schoffer, Olaf
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2000
Persistent link: https://www.econbiz.de/10001575009
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Locally time homogeneous time series modelling
Elagin, Mstislav
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Spokojnyj, Vladimir G.
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2008
Persistent link: https://www.econbiz.de/10003805435
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