2 Treffer für Schlagwort = "ARCH-Prozess"

• Spatial dependence in stock returns - local normalization and VaR forecasts Schmitt, Thilo A. ; Schäfer, Rudi ; Wied, Dominik ; Guhr, Thomas [Dortmund] : SFB 823, 2013

• Structural change and spurious persistence in stochastic volatility Krämer, Walter ; Messow, Philip [Dortmund] : SFB 823, 2011