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Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model

Forsberg, l.

Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model

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Testo

Title

Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model

Names

Forsberg, l.
Bollerslev, T.

Description

Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model / Lars Forsberg, Tim Bollerslev

Tongue

INGLESE

Source

Risorse locali BiblioSar

ID

CAG00401826

Resources links

https://opac.regione.sardegna.it/SebinaOpac/resource/CAG00401826

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Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model

Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model

Author : Forsberg, l.

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