A permanent and transitory component model of stock return volatality
by Robert F. Engle and Gary G. J. Lee
| Year of publication: |
1992
|
|---|---|
| Authors: | Engle, Robert F. ; Lee, Gary G. J. |
| Publisher: |
San Diego |
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Theorie | Theory | Großbritannien | United Kingdom |
| Extent: | 29 S. : graph. Darst |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000853573