Additive modeling of realized variance: tests for parametric specifications and structural breaks

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Bibliographische Detailangaben
Hauptverfasser: Fengler, Matthias (VerfasserIn) , Mammen, Enno (VerfasserIn) , Vogt, Michael (VerfasserIn)
Dokumenttyp: Buch/Monographie Arbeitspapier
Sprache:Englisch
Veröffentlicht: St. Gallen School of Economics and Political Science, Dep. of Economics, Univ. 2013
Schriftenreihe:Discussion paper / University of St. Gallen, School of Economics and Political Science, Department of Economics 2013,32
In: Discussion paper (2013,32)

Schlagworte:
Online-Zugang: Volltext
Verfasserangaben:Matthias R. Fengler; Enno Mammen; Michael Vogt

MARC

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