Zobrazeno 1 - 2
of 2
pro vyhledávání: '"ARCH/GARCH modeli"'
Autor:
Branimir Cvitko Cicvarić
Publikováno v:
Notitia-časopis za ekonomske, poslovne i društvene teme
Volume 6
Issue 1
Volume 6
Issue 1
Many models have been developed to model, estimate and forecast financial time series volatility, amongst which are the most popular autoregressive conditional heteroscedasticity (ARCH) model introduced by Engle (1982) and generalized autoregressive
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4b75142c2beb3b007ade7b8057c8522a
https://hrcak.srce.hr/247232
https://hrcak.srce.hr/247232
Autor:
Çorba, Burçin Şeyda
Tez (doktora) -- Ondokuz Mayıs Üniversitesi, 2017 Libra Kayıt No: 118212 …
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______9773::2702345e63eb16ae0bf869332c664144
http://libra.omu.edu.tr/tezler/118212.pdf
http://libra.omu.edu.tr/tezler/118212.pdf
