Sign- and volatility-switching ARCH models : theory and applications to international stock markets

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Bibliographic Information

Title
"Sign- and volatility-switching ARCH models : theory and applications to international stock markets"
Statement of Responsibility
by Fabio Fornari and Antonio Mele
Publisher
  • Banca d'Italia
Publication Year
  • 1995
Book size
30 cm

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Notes

Includes bibliographical references (p. [38]-41)

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Details 詳細情報について

  • CRID
    1130000793678652160
  • NII Book ID
    BA2469222X
  • Text Lang
    en
  • Country Code
    it
  • Title Language Code
    en
  • Place of Publication
    • Roma
  • Data Source
    • CiNii Books
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