Original language | English |
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Journal | Studies in Nonlinear Dynamics and Econometrics |
DOIs | |
State | Published - Jan 11 2013 |
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Alexander Beck, Young Shin Kim, Svetlozar Rachev, Michael Feindt, Frank Fabozzi
Research output: Contribution to journal › Article