Modelling volatility cycles: the MF2-GARCH model
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
June/July 2025
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| In: |
Journal of applied econometrics
Year: 2025, Jahrgang: 40, Heft: 4, Pages: 438-454 |
| ISSN: | 1099-1255 |
| DOI: | 10.1002/jae.3118 |
| Schlagworte: | |
| Online-Zugang: | Verlag, kostenfrei, Volltext: https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.3118 Verlag, kostenfrei, Volltext: https://doi.org/10.1002/jae.3118 
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| Verfasserangaben: | Christian Conrad, Robert F. Engle |
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