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"GARCH, jumps and permanent and transitory components of volatility: the ..."

Shyh-Wei Chen, Chung-Hua Shen (2004)

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DOI: 10.1016/J.MATCOM.2004.06.006

access: closed

type: Journal Article

metadata version: 2020-03-04

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Shyh-Wei Chen, Chung-Hua Shen:
GARCH, jumps and permanent and transitory components of volatility: the case of the Taiwan exchange rate. Math. Comput. Simul. 67(3): 201-216 (2004)

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