Economic interpretation of GARCH models : an agent-based simulation study

Torma Balázs and Gerencsér László: Economic interpretation of GARCH models : an agent-based simulation study.

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Item Type: Conference or Workshop Item
Journal or Publication Title: Conference of PhD Students in Computer Science
Date: 2010
Volume: 7
Page Range: p. 71
Event Title: Conference of PhD students in computer science (7.) (2010) (Szeged)
Related URLs: http://acta.bibl.u-szeged.hu/59481/
Uncontrolled Keywords: Számítástechnika - előadáskivonat, Matematikai modell - előadáskivonat, GARCH - előadáskivonat
Date Deposited: 2019. Oct. 21. 11:21
Last Modified: 2022. Nov. 08. 10:19
URI: http://acta.bibl.u-szeged.hu/id/eprint/59991

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