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

Fornari, Fabio <1964- >

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Titolo

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

Nomi

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

Classe Dewey

332.6322 Azioni

Soggetto BNI

Finanza - Modelli matematici

Descrizione

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

Descrizione Fisica

41 p. ; 30 cm

Note

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

Data

1995

Luogo di pubblicazione

Roma

Paese

ITALIA

Lingua

INGLESE

Fonte

Biblioteche SBN Sardegna

IT\ICCU\LO1\0363817

Link Risorse

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

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

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Regione Sardegna

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

Tag

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

Freedom to Kostas Karpouzos and Panagiotis Katsilas

A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate

Asymmetries and nonlinearities in economic activity

Shimmer and Shine

Arabesques and geometry

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

Tanzmomente and other rare German and Austrian transcriptions

Commenti