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Unconditional and Conditional Distributional Models for the Nikkei Index · Study

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ArticleUnconditional and Conditional Distributional Models for the Nikkei Index

Stefan Mittnik1998

Article1998

Unconditional and Conditional Distributional Models for the Nikkei Index

Stefan Mittnik · Marc S. Paolella · Svetlozar T. Rachev

55 citations·0/0 files stored·Asia-Pacific Financial Markets

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Financial Risk and Volatility Modeling Stochastic processes and financial applications Complex Systems and Time Series Analysis

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1977Time Series Analysis: Forecasting and Control 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1965The Behavior of Stock-Market Prices 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1992ARCH modeling in finance

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Year1998

Typearticle

Published1998-05-01

VenueAsia-Pacific Financial Markets

ISSN-L1380-2011

Languageen

Citations55

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1023/a:1010016831481

openalex_workW1590098085

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2004The multivariate Edgeworth-Sargan density