Practical Issues in the Analysis of Univariate GARCH Models
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Publication:3646951
DOI10.1007/978-3-540-71297-8_5zbMath1178.91166OpenAlexW1601526042MaRDI QIDQ3646951
Publication date: 27 November 2009
Published in: Handbook of Financial Time Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_5
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)
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