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~institution:"Instituto Valenciano de Investigaciones Económicas"
~language:"eng"
~subject:"Volatility"
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Instituto Valenciano de Investigaciones Económicas
National Bureau of Economic Research
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Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
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contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
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Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
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2004
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[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
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