Details

Title

Volatile ARMA Modelling of GARCH Squares

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2010

Numer

No 3

Publication authors

Keywords

arch, arma, garch, prediction, time series, volatility

Divisions of PAS

Nauki Humanistyczne i Społeczne

Publisher

Oddział PAN w Łodzi

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

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