GARCH modelling in finance: a review of the software options


Autoria(s): Brooks, Chris
Data(s)

01/07/1997

Formato

text

Identificador

http://centaur.reading.ac.uk/35959/1/35959.pdf

Brooks, C. <http://centaur.reading.ac.uk/view/creators/90002260.html> (1997) GARCH modelling in finance: a review of the software options. The Economic Journal, 107 (443). pp. 1271-1276. ISSN 1468-0297

Idioma(s)

en

Publicador

Wiley

Relação

http://centaur.reading.ac.uk/35959/

creatorInternal Brooks, Chris

http://www.jstor.org/stable/2957890

Tipo

Article

PeerReviewed