Modelling and forecasting volatility dynamics using quadratic GARCH-factor models empirical evidence from international foreign exchange markets

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Bibliographische Detailangaben
Veröffentlicht in:	Stock returns
1. Verfasser:	Saidane, Mohamed (VerfasserIn)
Weitere Verfasser:	Lavergne, Christian (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2009
Schlagworte:	Kapitaleinkommen > Volatilität > Devisenmarkt > Prognoseverfahren > ARCH-Modell > Zustandsraummodell > Monte-Carlo-Simulation > Aufsatz im Buch
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