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Sign- and volatility-switching ARCH models : theory and applications to international stock markets

Fornari, Fabio <1964- >

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Titel

Sign- and volatility-switching ARCH models : theory and applications to international stock markets

Namen

[Autore] Fornari, Fabio <1964- >
[Autore] Mele, Antonio <sec. 20.-21.>

Dewey -Klasse

332.6322 Azioni

BNI -Subjekt

Finanza - Modelli matematici

Beschreibung

Sign- and volatility-switching ARCH models : theory and applications to international stock markets / by Fabio Fornari and Antonio Mele

Physische Beschreibung

41 p. ; 30 cm

Notiz

Pubblicato successivamente in Journal of Applied Econometrics, vol. 12, n. 1 (jan/feb 1997), P. 49-65.

Datum

1995

Ort der Veröffentlichung

Roma

Dorf

ITALIA

Zunge

INGLESE

Quelle

Biblioteche SBN Sardegna

IT\ICCU\LO1\0363817

Ressourcenverbindungen

http://id.sbn.it/bid/LO10363817

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Sign- and volatility-switching ARCH models : theory and applications to international stock markets

Etikett

Madonna del carmelo e san simone stock intercedono per le anime del purgatorio (gruppo scultoreo)

Freedom to Kostas Karpouzos and Panagiotis Katsilas

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Asymmetries and nonlinearities in economic activity

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Shimmer and Shine

The Canticle of the Sun : from the Cradle to the Grave, Motets and Romances

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Kommentare