Further processing options
available via online resource

Analysis of asymmetric GARCH volatility models with applications to margin measurement

Saved in:

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