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1 Ergebnisse
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Discrete-time volatility forecasting with persistent levera..:
, In:
Journal of business & economic statistics
Corsi, Fulvio
. (2012) 3 - p. 368-380
Exemplar:
Zentrale
;
RT Journal Article T1 <Title>Discrete-time volatility forecasting with persistent leverage effect and the link with continuous-time volatility modeling</Title> UL https://suche.suub.uni-bremen.de/peid=B72937375&Exemplar=1&LAN=DE A1 Corsi, Fulvio YR 2012 NO : graph. Darst. JF Journal of business & economic statistics VO 30 IS 3 SP 368 OP 380 LK http://katalog.suub.uni-bremen.de/DB=1/LNG=DU/CMD?ACT=SRCHA&IKT=8000&TRM=12601375* CN E02: z vwl 930/650 CN Magazin Zs: fe 5650 CN Zentrale: Angebunden an fe 5650-11.1993 SF ELIB - SuUB Bremen
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