Sign- and volatility-switching ARCH models

theory and applications to international stock markets

Sign- and volatility-switching ARCH models
Fabio Fornari, Fabio Fornari
Locate

My Reading Lists:

Create a new list



Buy this book

Last edited by WorkBot
December 15, 2009 | History

Sign- and volatility-switching ARCH models

theory and applications to international stock markets

This edition doesn't have a description yet. Can you add one?

Publish Date
Publisher
Banca d'Italia
Language
English
Pages
41

Buy this book

Book Details


Edition Notes

"February 1995."

Includes bibliographical references (p. [38]-41).

Published in
[Roma]
Series
Temi di discussione del Servizio studi -- n. 251, February 1995, Temi di discussione -- 251.

The Physical Object

Pagination
41 p. :
Number of pages
41

Edition Identifiers

Open Library
OL22199357M

Work Identifiers

Work ID
OL8362535W

Community Reviews (0)

No community reviews have been submitted for this work.

Lists

History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 15, 2009 Edited by WorkBot link works
November 8, 2008 Created by ImportBot Imported from Binghamton University MARC record