Modelling stock returns with AR-GARCH processes

Elżbieta Ferenstein , Miroslaw Gasowski

Abstract

n/a
Author Elżbieta Ferenstein (FMIS / DSPFM)
Elżbieta Ferenstein,,
- Department of Stochastic Processes and Financial Mathematics
, Miroslaw Gasowski
Miroslaw Gasowski,,
-
Journal series
Issue year2011
Keywords in EnglishClassificació AMS::62 Statistics::62M Inference from stochastic processes, Classificació AMS::91 Game theory, economics, Inference, Inferència, Matemàtica financera, Mathematical economics, Processos estocàstics, social and behavioral sciences::91B Mathematical economics
URL http://upcommons.upc.edu//handle/2099/3744
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