A statistical analysis of the Colombo stock returns
Zili Zhang, Saralees Nadarajah
| Year of publication: |
2021
|
|---|---|
| Authors: | Zhang, Zili ; Nadarajah, Saralees |
| Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 22.2021, 1, p. 101-118
|
| Subject: | APARCH | ARMA | GARCH | GJR-GARCH | VaR | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972150918797196 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483216