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Analysis of asymmetric GARCH volatility models with applications to margin measurement

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Authors and Corporations: Goldman, Elena (Author), Shen, Xiangjin (Author)
Other Authors: Shen, Xiangjin [Author]
Type of Resource: E-Book
Language: English
[Ottawa] Bank of Canada [2018]
Series: Bank of Canada: Staff working paper ; 2018, 21 (May 2018)
Source: Verbunddaten SWB
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Notes: Zusammenfassung in französischer Sprache