Forecasting volatility under fractality, regime-switching, long memory and student-t innovations
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
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Kiel Working Paper ; 1532
- Klassifikation
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Wirtschaft
- Ereignis
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Veröffentlichung
- (wo)
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Kiel
- (wer)
-
Kiel Institute for the World Economy (IfW)
- (wann)
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2009
- Urheber
- Handle
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10419/28360
- URN
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urn:nbn:de:101:1-201703222834
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:59 MESZ
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Beteiligte
- Lux, Thomas
- Morales-Arias, Leonardo
- Kiel Institute for the World Economy (IfW)
Entstanden
- 2009
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