Archived publication
Archived publication
GARCH-modellering av renter
August 01, 2003
SAMBA
- Areas: Finans og forsikring
- Keywords: GARCH, EGARCH, FIGARCH, FIEGARCH, Ikke-stasjonæritet, Langtidsminne, Renter, To-komponent GARCH
- Page(s): 35
- Name and number of project: 220191, GB-OPT
- Title: GARCH-modellering av renter
- Author(s): Dimakos, Xeni Kristine
- Report number: SAMBA/13/03
- Published date: August 01, 2003