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An ACD-ECOGARCH(1,1) Model
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| Zeitschriftentitel: | Journal of Financial Econometrics |
|---|---|
| Personen und Körperschaften: | , |
| In: | Journal of Financial Econometrics, 8, 2010, 3, S. 335-344 |
| Format: | E-Article |
| Sprache: | Englisch |
| veröffentlicht: |
Oxford University Press (OUP)
|
| Schlagwörter: |
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Czado, C. Haug, S. Czado, C. Haug, S. |
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Czado, C. Haug, S. |
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Czado, C. Haug, S. Journal of Financial Econometrics An ACD-ECOGARCH(1,1) Model Economics and Econometrics Finance |
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Czado, C. Haug, S. 1479-8409 1479-8417 Oxford University Press (OUP) Economics and Econometrics Finance http://dx.doi.org/10.1093/jjfinec/nbp023 An ACD-ECOGARCH(1,1) Model Journal of Financial Econometrics |
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| title |
An ACD-ECOGARCH(1,1) Model |
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An ACD-ECOGARCH(1,1) Model |
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An ACD-ECOGARCH(1,1) Model |
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An ACD-ECOGARCH(1,1) Model |
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An ACD-ECOGARCH(1,1) Model |
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An ACD-ECOGARCH(1,1) Model |
| title_sort |
an acd-ecogarch(1,1) model |
| topic |
Economics and Econometrics Finance |
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http://dx.doi.org/10.1093/jjfinec/nbp023 |
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2010 |
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335-344 |
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| physical | 335-344 |
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| spelling | Czado, C. Haug, S. 1479-8409 1479-8417 Oxford University Press (OUP) Economics and Econometrics Finance http://dx.doi.org/10.1093/jjfinec/nbp023 An ACD-ECOGARCH(1,1) Model Journal of Financial Econometrics |
| spellingShingle | Czado, C., Haug, S., Journal of Financial Econometrics, An ACD-ECOGARCH(1,1) Model, Economics and Econometrics, Finance |
| title | An ACD-ECOGARCH(1,1) Model |
| title_full | An ACD-ECOGARCH(1,1) Model |
| title_fullStr | An ACD-ECOGARCH(1,1) Model |
| title_full_unstemmed | An ACD-ECOGARCH(1,1) Model |
| title_short | An ACD-ECOGARCH(1,1) Model |
| title_sort | an acd-ecogarch(1,1) model |
| title_unstemmed | An ACD-ECOGARCH(1,1) Model |
| topic | Economics and Econometrics, Finance |
| url | http://dx.doi.org/10.1093/jjfinec/nbp023 |