A conditional distribution model for limited stock index returns
Year of publication: |
2004-08-11
|
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Authors: | Sanddorf-Koehle, Walter G. ; Friedmann, Ralph |
Institutions: | Econometric Society |
Subject: | Price limits | Mixed distributions | Beta distribution | GARCH |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Econometric Society Far Eastern Meetings 2004 Number 437 |
Classification: | C22 - Time-Series Models ; C24 - Truncated and Censored Models ; C52 - Model Evaluation and Testing |
Source: |
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