Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data

Studies in Nonlinear Dynamics and Econometrics, Volume 17, Issue 2, pp167-177, April 2013.

Author(s) :

Beck, A.

Young Shin, A.K.

Rachev, S.

Feindt, M.

Fabozzi, F.

Presentation :

Studies in Nonlinear Dynamics and Econometrics, Volume 17, Issue 2, pp167-177, April 2013.
Type : Publication académique
Date : le 01/01/2013

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