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~isPartOf:"Advanced texts in econometrics"
~isPartOf:"Applied financial economics"
~person:"Dijk, Dick van"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Schätzung"
~subject:"Ökonometrisches Modell"
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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
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