ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING

ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING

Item
http://www.wikidata.org/entity/Q56806347
Foreign exchange market data analysis reveals statistical features that predict price movement acceleration.Comparison of prior authorization and prospective audit with feedback for antimicrobial stewardship.ARCH and Bilinearity as Competing Models for Nonlinear DependenceA test for the presence of conditional heteroskedasticity within arch-m frameworkEffects of index option introduction on stock index volatility: a procedure for empirical testing based on SSC-GARCH modelsStock return process and expected depreciation over the Asian financial crisisLong-run income and price elasticities of demand for Colombian nontraditional exports: a multivariate cointegration frameworkExchange rate volatility and volatility asymmetries: an application to finding a natural dollar currencyRolling-sampled parameters of ARCH and Levy-stable modelsStock Market Trading Rules Discovery Based on Biclustering Method
P2860

ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING

Item
http://www.wikidata.org/entity/Q56806347
description
article
@en
im Dezember 1993 veröffentlichter wissenschaftlicher Artikel
@de
wetenschappelijk artikel
@nl
наукова стаття, опублікована в грудні 1993
@uk
name
ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING
@en
ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING
@nl
type
label
ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING
@en
ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING
@nl
prefLabel
ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING
@en
ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING
@nl
P1433
P1476
P2093
P2860
P304
P31
P356
P433
P478
P577
P356
P1433
P1476
ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING
@en
P2093
P2860
P304
P31
P356
10.1111/J.1467-6419.1993.TB00170.X
P433
P478
P577