Modelling Volatility and Its Implication for European Economic Integration

DOI10.1016/S0573-8555(04)69001-8zbMath1284.91400OpenAlexW339644133MaRDI QIDQ5292179

Stephen G. Hall

Publication date: 19 June 2007

Published in: Contributions to Economic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0573-8555(04)69001-8

zbMATH Keywords

GARCHvolatilityEuropean integration

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

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