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~isPartOf:"Applied financial economics"
~person:"Lucas, André"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~subject:"Ökonometrisches Modell"
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Lucas, André
Franses, Philip Hans
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Applied financial economics
Discussion paper / Tinbergen Institute
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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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