Work

Modelling Economic Time Series in the Presence of Variance Non-Stationarity: A Practical Approach

Year: 2022

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4161611

Author: Alexandros E. Milionis

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1517986332

Cites: 37

Cited by: 36

Related to: 10