A re-examination of the asymmetric power ARCH model
Year of publication: |
2006
|
---|---|
Authors: | Karanasos, Menelaos ; Kim, Jinki |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 13.2006, 1, p. 113-128
|
Subject: | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Autokorrelation | Autocorrelation | Aktienindex | Stock index | Ostasien | East Asia |
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