Authors: Messow, Philip
Title: Statistical problems of time varying volatility in economic time series
Language (ISO): en
Subject Headings: Stochastic volatility
GARCH
Nonnested testing
URI: http://hdl.handle.net/2003/33071
http://dx.doi.org/10.17877/DE290R-15518
Issue Date: 2014-04-30
Appears in Collections:Institut für Wirtschafts- und Sozialstatistik

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