Details

Title

Volatile ARMA Modelling of GARCH Squares

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2010

Issue

No 3

Authors

Keywords

ARCH ; ARMA ; GARCH ; prediction ; time series ; volatility

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

195-203

Publisher

Oddział PAN w Łodzi

Date

30.09.2010

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2010.119328 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2010; No 3; 195-203
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