A simple model that generates stylized facts of returns
Gawon Yoon
| Year of publication: |
2003
|
|---|---|
| Authors: | Yoon, Gawon |
| Publisher: |
La Jolla, Calif. |
| Subject: | Long memory | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Theorie | Theory | Random Walk | Random walk |
| Extent: | 18 S |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. - Vol. 2003,04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.econ.ucsd.edu/papers/files/2003-04.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001753302