Modelling Short-Term Volatility with GARCH and HARCH Models

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  • Modelling Short-Term Volatility with GARCH and HARCH Models
SSRN Electronic Journal 1997

Modelling Short-Term Volatility with GARCH and HARCH Models

Dacorogna, Michel M., Müller, Ulrich A., Pictet, Olivier V., Olsen, Richard B.
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Year:
1997
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.36960
File:
PDF, 240 KB
english, 1997
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