Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
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Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
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im September 2016 veröffentlichter wissenschaftlicher Artikel
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wetenschappelijk artikel
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наукова стаття, опублікована у вересні 2016
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Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
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Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
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Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
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Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
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Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
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Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
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P1476
Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes
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P2093
James Davidson
P304
P356
10.1016/J.JEMPFIN.2015.08.010
P577
2016-09-01T00:00:00Z