Exploració per autor "Gasowski, Miroslaw"
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Modelling stock returns with AR-GARCH processes
Ferenstein, Elzbieta; Gasowski, Miroslaw (Institut d'Estadística de Catalunya, 2004)
Article
Accés obertFinancial returns are often modelled as autoregressive time series with random disturbances having conditional heteroscedastic variances, especially with GARCH type processes. GARCH processes have been intensely studying ...