| 000 | 00638nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aJensen,Morten B and Lunde, Asger | ||
| 240 | _aEconometrics Journal (3 Issues per Annualy) | ||
| 245 | _aNIG-S&ARCH model: a fat-tailed stochastic and autoregressive conditional heteroskedastic volatility model | ||
| 246 |
_aJ5708 _f2001 |
||
| 260 | _c2001 | ||
| 300 |
_bV. 04 _cIssue. 2 _a319-342 |
||
| 366 | _b2001 | ||
| 366 | _bDec | ||
| 650 | _aEconometrics | ||
| 653 | _aNormal inverse gaussian distribution;Observation driven model;Nonlinear state space model;Filtering; | ||
| 942 | _cJA | ||
| 999 |
_c42983 _d42983 |
||