Non linear GARCH models for highly persistent volatility (Record no. 42673)

MARC details
000 -LEADER
fixed length control field 00539nam a2200181Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 100324s9999 xx 000 0 und d
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Lanne, Markku and Saikkonen, Pentti
240 ## - UNIFORM TITLE
Uniform title Econometrics Journal (3 Issues per Annualy)
245 ## - TITLE STATEMENT
Title Non linear GARCH models for highly persistent volatility
246 ## - VARYING FORM OF TITLE
Title proper/short title J5710
Date or sequential designation 2005
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 2005
300 ## - PHYSICAL DESCRIPTION
Other physical details V. 08
Dimensions Issue. 2
Extent 251-276
366 ## - TRADE AVAILABILITY INFORMATION
Detailed date of publication 2005
366 ## - TRADE AVAILABILITY INFORMATION
Detailed date of publication July
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Econometrics
653 ## - INDEX TERM--UNCONTROLLED
Uncontrolled term Non linearity;GARCH;Stationarity;Markov Chain;
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type

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