A test of the GARCH (1,1) specification for daily stock returns
Richard A. Ashley and Douglas M. Patterson
| Year of publication: |
2010
|
|---|---|
| Authors: | Ashley, Richard A. ; Patterson, Douglas M. |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 14.2010, Suppl.1, p. 137-144
|
| Subject: | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Aktienindex | Stock index | Nichtlineare Regression | Nonlinear regression | USA | United States | 2006-2007 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003981220