Measuring Volatility using Bilinear GARCH Models

Autoria(s): Moore, Michael; Biepke, N.
Data(s)

01/07/2001
Identificador

http://pure.qub.ac.uk/portal/en/publications/measuring-volatility-using-bilinear-garch-models(86966423-0bd0-4cff-8123-dbfa0c2dc6ef).html
Idioma(s)

eng
Direitos

info:eu-repo/semantics/restrictedAccess
Fonte

Moore , M & Biepke , N 2001 , ' Measuring Volatility using Bilinear GARCH Models ' Investment Analysts Journal , vol 52 , pp. 7-10 .
Tipo

article
Acesso ao item digital