Conditional asymmetry in ARCH models

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Bibliographic Details

Authors and Corporations:	Royer, Julien (Author)
Type of Resource:	E-Book
Language:	English
published:	[Palaiseau] Center for Research in Economics and Statistics [2020]
Series:	Centre de recherche en économie et statistique: Série des documents de travail ; no. 2020, 21
Subjects:	ARCH models conditional asymmetry Quasi Maximum Likelihood Estimation Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen