Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?

Olaf Schoffer

No 2000,51, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Date: 2000
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